+493.1%
VRTX vs ALL
+367.3%
+125.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -0.4% | -3.9% | +3.5% | +0.6% |
| 30D | +8.0% | +10.6% | -2.6% | +5.0% |
| 3M | +11.0% | -4.6% | +15.6% | +12.2% |
| 6M | +28.2% | +20.2% | +8.0% | +21.0% |
| YTD | +21.5% | +23.7% | -2.2% | +13.5% |
| 1Y | +34.5% | +27.9% | +6.6% | +24.5% |
| 3Y | +49.5% | +109.2% | -59.7% | +17.0% |
| 5Y | +188.3% | +148.0% | +40.3% | +107.5% |
| 10Y | +493.1% | +363.8% | +129.3% | +238.1% |
| All | +493.1% | +367.3% | +125.8% | +238.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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