+9,212.2%
VRTX vs ALL
+3,598.8%
+5,613.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +2.3% |
| 7D | -2.1% | -1.9% | -0.2% | -1.5% |
| 30D | +8.2% | +13.8% | -5.6% | +3.5% |
| 3M | +13.0% | -7.0% | +20.0% | +15.3% |
| 6M | +27.9% | +18.0% | +9.9% | +20.1% |
| YTD | +20.7% | +24.2% | -3.5% | +11.0% |
| 1Y | +31.4% | +31.2% | +0.3% | +18.6% |
| 3Y | +41.8% | +107.5% | -65.7% | +7.4% |
| 5Y | +183.7% | +144.8% | +38.9% | +97.4% |
| 10Y | +592.9% | +375.8% | +217.1% | +269.2% |
| All | +9,212.2% | +3,598.8% | +5,613.4% | +2,488.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling