+494.6%
VRTX vs ALM
+2,084.7%
-1,590.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -0.4% | -7.2% | +6.8% | -0.2% |
| 30D | +7.9% | -26.4% | +34.2% | +8.7% |
| 3M | +3.3% | -38.6% | +41.9% | +4.4% |
| 6M | +25.7% | -61.0% | +86.7% | +28.2% |
| YTD | +20.7% | -7.4% | +28.0% | +19.8% |
| 1Y | +27.4% | +14.0% | +13.5% | +25.8% |
| 3Y | +46.4% | +844.4% | -798.0% | +33.6% |
| 5Y | +194.3% | +410.8% | -216.5% | +170.3% |
| 10Y | +494.6% | +2,084.7% | -1,590.1% | +373.3% |
| All | +494.6% | +2,084.7% | -1,590.1% | +373.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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