+176.4%
VRTX vs ALL
+117.0%
+59.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.8% |
| 7D | -3.4% | -1.7% | -1.7% | -3.1% |
| 30D | +6.6% | -4.7% | +11.3% | +7.4% |
| 3M | +19.4% | +18.4% | +1.0% | +15.9% |
| 6M | +15.8% | +20.5% | -4.7% | +12.0% |
| YTD | +16.7% | +23.5% | -6.9% | +12.2% |
| 1Y | +33.8% | +29.0% | +4.8% | +27.6% |
| 3Y | +54.2% | +153.7% | -99.5% | +30.3% |
| 5Y | +176.4% | +114.8% | +61.6% | +145.7% |
| All | +176.4% | +117.0% | +59.4% | +145.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling