+785.3%
VRTX vs ALLE
+260.9%
+524.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.5% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | +12.6% | -6.8% | +19.4% | +15.4% |
| 3M | +23.6% | +21.0% | +2.6% | +14.9% |
| 6M | +14.3% | +1.1% | +13.2% | +12.9% |
| YTD | +20.5% | -0.5% | +21.0% | +19.4% |
| 1Y | +37.6% | -7.3% | +44.8% | +39.7% |
| 3Y | +55.5% | +42.3% | +13.3% | +32.1% |
| 5Y | +175.7% | +13.5% | +162.3% | +151.0% |
| 10Y | +474.2% | +144.0% | +330.2% | +228.0% |
| All | +785.3% | +260.9% | +524.4% | +305.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling