+48.2%
VRTX vs ALNY
+22.8%
+25.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.7% |
| 7D | -7.8% | -6.4% | -1.4% | -7.0% |
| 30D | -2.8% | +11.9% | -14.7% | -4.2% |
| 3M | +18.1% | -15.0% | +33.1% | +19.5% |
| 6M | +3.1% | -23.2% | +26.3% | +5.6% |
| YTD | +13.5% | -37.8% | +51.3% | +19.0% |
| 1Y | +32.4% | -47.3% | +79.7% | +41.1% |
| All | +48.2% | +22.8% | +25.4% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling