+493.1%
VRTX vs ALLY
+201.0%
+292.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.5% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | +8.0% | +3.4% | +4.5% | +7.4% |
| 3M | +11.0% | -11.1% | +22.1% | +13.0% |
| 6M | +28.2% | -11.5% | +39.7% | +30.3% |
| YTD | +21.5% | -12.3% | +33.8% | +23.4% |
| 1Y | +34.5% | +1.1% | +33.4% | +33.6% |
| 3Y | +49.5% | +64.8% | -15.3% | +35.6% |
| 5Y | +188.3% | -6.9% | +195.1% | +179.6% |
| 10Y | +493.1% | +194.9% | +298.2% | +303.5% |
| All | +493.1% | +201.0% | +292.1% | +303.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling