+30.8%
VRTX vs ALB
-1.1%
+31.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.4% | +9.5% | -9.9% | -0.8% |
| 30D | +8.0% | -2.1% | +10.1% | +8.0% |
| 3M | +11.0% | -24.1% | +35.2% | +12.1% |
| 6M | +28.2% | -51.0% | +79.2% | +32.0% |
| YTD | +21.5% | -29.3% | +50.8% | +20.2% |
| All | +30.8% | -1.1% | +31.9% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling