+188.2%
VRTX vs ALLY
-10.0%
+198.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.3% |
| 3M | +4.3% | -13.3% | +17.6% | +6.2% |
| 6M | +18.9% | -6.7% | +25.5% | +19.8% |
| YTD | +18.8% | -12.8% | +31.6% | +20.6% |
| 1Y | +24.0% | +0.7% | +23.3% | +23.3% |
| 3Y | +42.1% | +65.2% | -23.1% | +31.4% |
| All | +188.2% | -10.0% | +198.2% | +185.4% |
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