+58.8%
VRTX vs ALM
+2,118.4%
-2,059.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.1% |
| 7D | +0.8% | -2.6% | +3.4% | +0.9% |
| 30D | +12.6% | +32.0% | -19.4% | +12.1% |
| 3M | +23.6% | -15.0% | +38.7% | +23.8% |
| 6M | +14.3% | -10.1% | +24.4% | +14.1% |
| YTD | +20.5% | +99.4% | -79.0% | +19.3% |
| 1Y | +37.6% | +316.4% | -278.8% | +35.8% |
| All | +58.8% | +2,118.4% | -2,059.7% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling