+30.1%
VRTX vs ALL
+32.6%
-2.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.9% |
| 7D | +3.2% | -0.1% | +3.4% | +3.2% |
| 30D | +7.4% | +13.8% | -6.4% | +5.7% |
| 3M | +4.6% | -2.8% | +7.3% | +5.4% |
| 6M | +27.5% | +23.7% | +3.8% | +23.4% |
| YTD | +20.9% | +27.3% | -6.4% | +16.0% |
| 1Y | +30.1% | +30.5% | -0.5% | +23.5% |
| All | +30.1% | +32.6% | -2.5% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling