+779.4%
VRTX vs ALLE
+331.3%
+448.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.2% |
| 7D | +0.5% | 0.0% | +0.4% | +0.4% |
| 30D | +8.0% | +20.6% | -12.6% | +0.9% |
| 3M | +11.9% | +11.4% | +0.5% | +7.3% |
| 6M | +27.8% | +42.5% | -14.7% | +11.7% |
| YTD | +19.7% | +18.9% | +0.8% | +11.1% |
| 1Y | +30.1% | +14.2% | +15.9% | +22.5% |
| 3Y | +44.2% | +90.7% | -46.5% | +9.8% |
| 5Y | +181.3% | +52.5% | +128.8% | +127.7% |
| 10Y | +587.1% | +231.2% | +355.8% | +242.0% |
| All | +779.4% | +331.3% | +448.1% | +277.3% |
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