+557.4%
VRTX vs ALLY
+189.4%
+368.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | -2.1% | +0.9% | -3.0% | -2.2% |
| 30D | +8.2% | +3.1% | +5.1% | +7.7% |
| 3M | +13.0% | -12.6% | +25.6% | +15.3% |
| 6M | +27.9% | -12.4% | +40.4% | +30.3% |
| YTD | +20.7% | -13.2% | +33.8% | +22.8% |
| 1Y | +31.4% | +1.8% | +29.6% | +30.4% |
| 3Y | +41.8% | +58.0% | -16.1% | +29.3% |
| 5Y | +183.7% | -8.4% | +192.1% | +175.8% |
| All | +557.4% | +189.4% | +368.0% | +330.8% |
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