+188.2%
VRTX vs ALC
-9.1%
+197.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.8% |
| 7D | -1.6% | -1.1% | -0.5% | -1.2% |
| 30D | +8.0% | +16.0% | -8.0% | +2.7% |
| 3M | +4.3% | +0.8% | +3.5% | +3.8% |
| 6M | +18.9% | +16.8% | +2.0% | +12.7% |
| YTD | +18.8% | -5.5% | +24.3% | +19.9% |
| 1Y | +24.0% | -5.3% | +29.2% | +25.0% |
| 3Y | +42.1% | +4.1% | +38.1% | +37.2% |
| All | +188.2% | -9.1% | +197.3% | +188.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling