+189.7%
VRTX vs AON
+15.4%
+174.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | 0.0% | -3.2% | +3.2% | +0.8% |
| 30D | +11.8% | +21.7% | -9.9% | +6.4% |
| 3M | +3.2% | -5.1% | +8.3% | +4.2% |
| 6M | +21.0% | +5.9% | +15.1% | +18.6% |
| YTD | +19.7% | -4.8% | +24.5% | +20.2% |
| 1Y | +25.0% | -4.1% | +29.0% | +25.2% |
| 3Y | +45.2% | +2.0% | +43.2% | +41.3% |
| 5Y | +189.7% | +15.2% | +174.5% | +152.6% |
| All | +189.7% | +15.4% | +174.3% | +152.6% |
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