+190.5%
VRTX vs ALC
+27.5%
+163.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.6% |
| 7D | -0.4% | -6.3% | +5.9% | +2.0% |
| 30D | +7.9% | +12.6% | -4.7% | +3.2% |
| 3M | +3.3% | -3.8% | +7.1% | +4.6% |
| 6M | +25.7% | +16.8% | +8.9% | +18.5% |
| YTD | +20.7% | -7.6% | +28.3% | +23.0% |
| 1Y | +27.4% | -5.9% | +33.3% | +29.0% |
| 3Y | +46.4% | +0.6% | +45.8% | +41.8% |
| 5Y | +194.3% | -9.5% | +203.8% | +192.2% |
| All | +190.5% | +27.5% | +163.0% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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