+594.7%
VRTX vs ALM
+3,507.4%
-2,912.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.8% |
| 7D | -2.1% | -6.7% | +4.6% | -2.1% |
| 30D | +8.2% | -32.9% | +41.1% | +8.4% |
| 3M | +13.0% | -39.5% | +52.5% | +13.2% |
| 6M | +27.9% | -62.0% | +89.9% | +28.3% |
| YTD | +20.7% | -7.8% | +28.5% | +20.6% |
| 1Y | +31.4% | +26.7% | +4.8% | +31.1% |
| 3Y | +41.8% | +825.4% | -783.5% | +40.0% |
| 5Y | +183.7% | +401.2% | -217.5% | +180.3% |
| 10Y | +592.9% | +2,074.0% | -1,481.2% | +578.0% |
| All | +594.7% | +3,507.4% | -2,912.7% | +564.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling