+589.9%
VRTX vs ALLY
+98.1%
+491.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | -2.1% | +0.9% | -3.0% | -2.3% |
| 30D | +8.2% | +3.1% | +5.1% | +7.6% |
| 3M | +13.0% | -12.6% | +25.6% | +15.8% |
| 6M | +27.9% | -12.4% | +40.4% | +30.8% |
| YTD | +20.7% | -13.2% | +33.8% | +23.2% |
| 1Y | +31.4% | +1.8% | +29.6% | +30.1% |
| 3Y | +41.8% | +58.0% | -16.1% | +26.4% |
| 5Y | +183.7% | -8.4% | +192.1% | +173.8% |
| 10Y | +592.9% | +195.3% | +397.6% | +329.7% |
| All | +589.9% | +98.1% | +491.8% | +394.4% |
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 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