+493.1%
VRTX vs ALB
+38.2%
+454.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.4% | +9.5% | -9.9% | -1.4% |
| 30D | +8.0% | -2.1% | +10.1% | +8.2% |
| 3M | +11.0% | -24.1% | +35.2% | +14.3% |
| 6M | +28.2% | -51.0% | +79.2% | +38.5% |
| YTD | +21.5% | -29.3% | +50.8% | +24.3% |
| 1Y | +34.5% | +3.2% | +31.4% | +31.0% |
| 3Y | +49.5% | -9.3% | +58.8% | +41.5% |
| 5Y | +188.3% | -61.6% | +249.9% | +199.6% |
| 10Y | +493.1% | +40.8% | +452.3% | +362.8% |
| All | +493.1% | +38.2% | +454.9% | +362.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling