+194.3%
VRTX vs ALK
-28.7%
+223.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | 0.0% |
| 7D | -0.4% | +2.6% | -2.9% | -0.7% |
| 30D | +7.9% | +7.8% | +0.1% | +6.9% |
| 3M | +3.3% | -15.2% | +18.5% | +4.8% |
| 6M | +25.7% | +5.0% | +20.7% | +24.2% |
| YTD | +20.7% | -18.4% | +39.1% | +21.6% |
| 1Y | +27.4% | -2.4% | +29.8% | +26.0% |
| 3Y | +46.4% | +19.8% | +26.6% | +34.7% |
| 5Y | +194.3% | -27.8% | +222.1% | +181.0% |
| All | +194.3% | -28.7% | +223.0% | +181.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling