+471.3%
VRTX vs ALL
+368.3%
+103.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +12.6% | -1.5% | +14.1% | +13.0% |
| 3M | +23.6% | +23.6% | 0.0% | +16.0% |
| 6M | +14.3% | +22.3% | -8.1% | +7.5% |
| YTD | +20.5% | +26.5% | -6.1% | +11.9% |
| 1Y | +37.6% | +27.0% | +10.6% | +27.4% |
| 3Y | +55.5% | +149.6% | -94.0% | +14.8% |
| 5Y | +175.7% | +118.1% | +57.7% | +108.0% |
| All | +471.3% | +368.3% | +103.0% | +191.2% |
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