+470.4%
VRTX vs ALLE
+211.7%
+258.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -1.6% | +3.6% | -5.1% | -2.6% |
| 30D | +8.0% | +25.9% | -17.8% | +0.6% |
| 3M | +4.3% | +15.8% | -11.5% | -0.5% |
| 6M | +18.9% | +48.1% | -29.2% | +4.7% |
| YTD | +18.8% | +22.0% | -3.2% | +10.6% |
| 1Y | +24.0% | +18.0% | +5.9% | +16.6% |
| 3Y | +42.1% | +93.1% | -50.9% | +12.3% |
| 5Y | +187.6% | +52.1% | +135.5% | +141.8% |
| All | +470.4% | +211.7% | +258.8% | +240.7% |
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