+474.5%
VRTX vs ALLE
+217.2%
+257.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +3.2% | +0.1% | +3.2% | +3.2% |
| 30D | +7.4% | +25.9% | -18.5% | 0.0% |
| 3M | +4.6% | +14.9% | -10.3% | 0.0% |
| 6M | +27.5% | +42.1% | -14.6% | +13.7% |
| YTD | +20.9% | +20.4% | +0.5% | +13.0% |
| 1Y | +30.1% | +14.9% | +15.2% | +23.4% |
| 3Y | +46.6% | +90.1% | -43.5% | +16.4% |
| 5Y | +191.6% | +53.0% | +138.6% | +144.3% |
| 10Y | +474.5% | +208.8% | +265.7% | +245.2% |
| All | +474.5% | +217.2% | +257.3% | +245.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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