+184.1%
VRTX vs ALC
-16.0%
+200.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.4% |
| 7D | +0.8% | -2.1% | +2.9% | +1.5% |
| 30D | +12.6% | -0.1% | +12.7% | +12.7% |
| 3M | +23.6% | +5.9% | +17.7% | +21.3% |
| 6M | +14.3% | -15.9% | +30.2% | +20.2% |
| YTD | +20.5% | -10.1% | +30.6% | +23.8% |
| 1Y | +37.6% | -10.2% | +47.8% | +41.3% |
| 3Y | +55.5% | -13.6% | +69.1% | +59.6% |
| All | +184.1% | -16.0% | +200.1% | +186.2% |
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