+493.1%
VRTX vs ALK
-37.5%
+530.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | -0.1% |
| 7D | -0.4% | +8.9% | -9.3% | -1.4% |
| 30D | +8.0% | +5.9% | +2.1% | +7.1% |
| 3M | +11.0% | -16.5% | +27.6% | +13.0% |
| 6M | +28.2% | +2.1% | +26.1% | +26.9% |
| YTD | +21.5% | -17.1% | +38.6% | +22.5% |
| 1Y | +34.5% | -2.9% | +37.4% | +33.0% |
| 3Y | +49.5% | +24.5% | +25.0% | +38.6% |
| 5Y | +188.3% | -29.1% | +217.4% | +184.0% |
| 10Y | +493.1% | -39.1% | +532.2% | +445.0% |
| All | +493.1% | -37.5% | +530.6% | +445.0% |
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