+31.4%
VRTX vs ALK
-6.6%
+38.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.2% |
| 3M | +13.0% | -23.2% | +36.2% | +16.1% |
| 6M | +27.9% | -3.9% | +31.8% | +27.3% |
| YTD | +20.7% | -22.6% | +43.3% | +21.7% |
| 1Y | +31.4% | -5.3% | +36.8% | +27.1% |
| All | +31.4% | -6.6% | +38.1% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling