+493.1%
VRTX vs ALM
+2,221.4%
-1,728.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.1% | -7.4% | +0.5% |
| 7D | -0.4% | +0.7% | -1.2% | -0.4% |
| 30D | +8.0% | -26.1% | +34.1% | +8.8% |
| 3M | +11.0% | -38.1% | +49.2% | +12.2% |
| 6M | +28.2% | -55.4% | +83.6% | +30.2% |
| YTD | +21.5% | -0.4% | +21.9% | +20.5% |
| 1Y | +34.5% | +25.4% | +9.2% | +32.5% |
| 3Y | +49.5% | +907.8% | -858.3% | +36.4% |
| 5Y | +188.3% | +440.2% | -251.9% | +164.9% |
| 10Y | +493.1% | +2,031.1% | -1,538.0% | +378.0% |
| All | +493.1% | +2,221.4% | -1,728.3% | +378.0% |
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