+5,521.6%
VRTX vs ALNY
+4,129.5%
+1,392.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -6.4% | -3.5% | -2.9% | -5.7% |
| 30D | -0.5% | +18.9% | -19.4% | -4.4% |
| 3M | +16.9% | -13.3% | +30.2% | +18.7% |
| 6M | +13.1% | -20.3% | +33.3% | +16.8% |
| YTD | +14.9% | -35.1% | +50.1% | +24.0% |
| 1Y | +31.4% | -46.5% | +77.9% | +47.5% |
| 3Y | +51.9% | +28.1% | +23.8% | +33.6% |
| 5Y | +177.1% | +36.1% | +141.0% | +125.2% |
| 10Y | +456.3% | +269.7% | +186.6% | +200.4% |
| All | +5,521.6% | +4,129.5% | +1,392.1% | +1,698.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling