+177.1%
VRTX vs AON
+9.3%
+167.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -0.6% |
| 7D | -6.4% | -7.9% | +1.5% | -4.5% |
| 30D | -0.5% | -14.6% | +14.1% | +3.1% |
| 3M | +16.9% | -7.9% | +24.8% | +18.8% |
| 6M | +13.1% | -8.0% | +21.1% | +14.7% |
| YTD | +14.9% | -13.2% | +28.2% | +18.2% |
| 1Y | +31.4% | -16.4% | +47.9% | +36.4% |
| 3Y | +51.9% | -6.7% | +58.6% | +51.3% |
| 5Y | +177.1% | +8.0% | +169.0% | +153.6% |
| All | +177.1% | +9.3% | +167.8% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 5y: compounded portfolio wealth divided by compounded AON 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…
5y analysis · Full analysis span regression · 6 months rolling