+12,036.0%
VRTX vs ALK
+732.9%
+11,303.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.7% | -2.5% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | +12.6% | -19.2% | +31.9% | +18.2% |
| 3M | +23.6% | -1.5% | +25.2% | +22.9% |
| 6M | +14.3% | -13.1% | +27.3% | +15.9% |
| YTD | +20.5% | -16.4% | +36.9% | +22.5% |
| 1Y | +37.6% | -33.1% | +70.7% | +46.8% |
| 3Y | +55.5% | +0.6% | +54.9% | +41.7% |
| 5Y | +175.7% | -26.4% | +202.1% | +163.5% |
| 10Y | +474.2% | -34.2% | +508.4% | +396.7% |
| All | +12,036.0% | +732.9% | +11,303.1% | +3,954.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling