+474.5%
VRTX vs ALK
-39.7%
+514.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +3.2% | +12.9% | -9.7% | +1.7% |
| 30D | +7.4% | +5.5% | +1.9% | +6.6% |
| 3M | +4.6% | -12.1% | +16.7% | +5.9% |
| 6M | +27.5% | +1.7% | +25.8% | +26.2% |
| YTD | +20.9% | -17.4% | +38.3% | +21.9% |
| 1Y | +30.1% | -1.9% | +32.0% | +28.4% |
| 3Y | +46.6% | +21.2% | +25.4% | +36.5% |
| 5Y | +191.6% | -27.8% | +219.4% | +186.6% |
| 10Y | +474.5% | -41.0% | +515.6% | +444.1% |
| All | +474.5% | -39.7% | +514.3% | +444.1% |
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