+30.2%
VRTX vs ALLY
+4.2%
+26.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.8% | -0.4% | +2.9% |
| 7D | +3.7% | +2.4% | +1.3% | +3.2% |
| 30D | +9.0% | +5.6% | +3.5% | +8.2% |
| 3M | +14.7% | -11.7% | +26.4% | +16.2% |
| 6M | +27.7% | -7.0% | +34.8% | +28.5% |
| YTD | +21.1% | -10.4% | +31.5% | +23.0% |
| 1Y | +30.2% | +2.4% | +27.8% | +30.5% |
| All | +30.2% | +4.2% | +26.0% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling