+494.6%
VRTX vs ALLE
+212.2%
+282.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -0.4% | -0.8% | +0.5% | -0.1% |
| 30D | +7.9% | +27.4% | -19.5% | +0.1% |
| 3M | +3.3% | +13.8% | -10.6% | -1.0% |
| 6M | +25.7% | +45.5% | -19.8% | +11.3% |
| YTD | +20.7% | +21.4% | -0.7% | +12.5% |
| 1Y | +27.4% | +15.4% | +12.1% | +20.7% |
| 3Y | +46.4% | +91.7% | -45.3% | +16.0% |
| 5Y | +194.3% | +54.5% | +139.8% | +145.8% |
| 10Y | +494.6% | +210.5% | +284.1% | +258.2% |
| All | +494.6% | +212.2% | +282.4% | +258.2% |
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