+470.4%
VRTX vs ALK
-45.9%
+516.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.6% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | +8.0% | +7.7% | +0.3% | +7.0% |
| 3M | +4.3% | -19.0% | +23.3% | +6.6% |
| 6M | +18.9% | -0.2% | +19.1% | +18.0% |
| YTD | +18.8% | -23.5% | +42.3% | +20.9% |
| 1Y | +24.0% | -9.1% | +33.1% | +23.5% |
| 3Y | +42.1% | +12.0% | +30.1% | +33.6% |
| 5Y | +187.6% | -30.9% | +218.4% | +184.0% |
| All | +470.4% | -45.9% | +516.3% | +469.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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