+470.4%
VRTX vs ALLY
+174.3%
+296.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | -1.6% | +0.4% | -1.9% | -1.6% |
| 30D | +8.0% | +5.2% | +2.8% | +7.2% |
| 3M | +4.3% | -13.3% | +17.6% | +6.5% |
| 6M | +18.9% | -6.7% | +25.5% | +19.9% |
| YTD | +18.8% | -12.8% | +31.6% | +20.8% |
| 1Y | +24.0% | +0.7% | +23.3% | +23.2% |
| 3Y | +42.1% | +65.2% | -23.1% | +28.9% |
| 5Y | +187.6% | -10.1% | +197.7% | +180.6% |
| All | +470.4% | +174.3% | +296.1% | +322.8% |
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