+426.7%
VRTX vs ALNY
+260.0%
+166.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -5.6% | -6.5% | +0.9% | -4.5% |
| 30D | -2.0% | +11.0% | -13.0% | -3.8% |
| 3M | +15.8% | -14.1% | +29.9% | +17.5% |
| 6M | +4.7% | -22.4% | +27.1% | +7.9% |
| YTD | +13.7% | -37.5% | +51.2% | +21.5% |
| 1Y | +29.7% | -46.9% | +76.6% | +42.3% |
| 3Y | +48.4% | +22.1% | +26.4% | +35.8% |
| 5Y | +173.3% | +31.2% | +142.1% | +135.0% |
| All | +426.7% | +260.0% | +166.7% | +221.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling