+588.7%
VRTX vs ALLY
+124.8%
+463.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +0.8% | +3.7% | -2.9% | +0.1% |
| 30D | +12.6% | -2.3% | +14.9% | +13.1% |
| 3M | +23.6% | +3.8% | +19.8% | +22.6% |
| 6M | +14.3% | +9.7% | +4.6% | +12.0% |
| YTD | +20.5% | -1.4% | +21.9% | +20.2% |
| 1Y | +37.6% | +8.2% | +29.3% | +34.5% |
| 3Y | +55.5% | +66.5% | -10.9% | +37.2% |
| 5Y | +175.7% | +1.2% | +174.5% | +161.1% |
| 10Y | +474.2% | +191.4% | +282.8% | +269.0% |
| All | +588.7% | +124.8% | +463.8% | +382.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling