+5,968.0%
VRTX vs ALB
+2,835.3%
+3,132.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -1.0% |
| 7D | +0.8% | -8.1% | +8.9% | +2.9% |
| 30D | +12.6% | +6.3% | +6.4% | +10.6% |
| 3M | +23.6% | -23.6% | +47.2% | +31.1% |
| 6M | +14.3% | -24.6% | +38.9% | +19.8% |
| YTD | +20.5% | -10.3% | +30.7% | +19.6% |
| 1Y | +37.6% | +61.5% | -23.9% | +14.7% |
| 3Y | +55.5% | -34.0% | +89.5% | +51.2% |
| 5Y | +175.7% | -44.6% | +220.3% | +160.4% |
| 10Y | +474.2% | +76.1% | +398.1% | +218.9% |
| All | +5,968.0% | +2,835.3% | +3,132.7% | +1,056.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling