+557.4%
VRTX vs ALK
-41.7%
+599.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | -2.1% | +9.0% | -11.2% | -3.1% |
| 30D | +8.2% | -1.6% | +9.8% | +8.3% |
| 3M | +13.0% | -23.2% | +36.2% | +16.2% |
| 6M | +27.9% | -3.9% | +31.8% | +27.6% |
| YTD | +20.7% | -22.6% | +43.3% | +22.7% |
| 1Y | +31.4% | -5.3% | +36.8% | +30.3% |
| 3Y | +41.8% | +18.6% | +23.2% | +32.2% |
| 5Y | +183.7% | -34.4% | +218.1% | +182.1% |
| All | +557.4% | -41.7% | +599.1% | +501.7% |
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