+188.2%
VRTX vs ALB
-64.0%
+252.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | -1.6% | -5.8% | +4.2% | -1.1% |
| 30D | +8.0% | -4.5% | +12.6% | +8.4% |
| 3M | +4.3% | -28.1% | +32.4% | +6.8% |
| 6M | +18.9% | -53.2% | +72.1% | +25.8% |
| YTD | +18.8% | -33.3% | +52.1% | +21.1% |
| 1Y | +24.0% | -17.4% | +41.4% | +23.9% |
| 3Y | +42.1% | -14.1% | +56.3% | +37.4% |
| All | +188.2% | -64.0% | +252.2% | +186.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling