+194.3%
VRTX vs ALLY
-8.7%
+203.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.4% |
| 7D | -0.4% | -2.8% | +2.4% | 0.0% |
| 30D | +7.9% | +1.9% | +6.0% | +7.6% |
| 3M | +3.3% | -12.1% | +15.4% | +5.0% |
| 6M | +25.7% | -9.0% | +34.7% | +27.1% |
| YTD | +20.7% | -12.9% | +33.6% | +22.5% |
| 1Y | +27.4% | -0.1% | +27.5% | +26.9% |
| 3Y | +46.4% | +64.6% | -18.2% | +35.4% |
| 5Y | +194.3% | -10.1% | +204.4% | +191.2% |
| All | +194.3% | -8.7% | +203.0% | +191.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling