+30.2%
VRTX vs ALNY
-62.5%
+92.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.3% |
| 7D | +3.7% | -30.7% | +34.3% | +8.1% |
| 30D | +9.0% | -26.7% | +35.8% | +12.5% |
| 3M | +14.7% | -26.4% | +41.1% | +18.3% |
| 6M | +27.7% | -45.9% | +73.7% | +38.0% |
| YTD | +21.1% | -59.5% | +80.6% | +43.5% |
| 1Y | +30.2% | -62.0% | +92.2% | +59.3% |
| All | +30.2% | -62.5% | +92.7% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling