+11,354.2%
VRTX vs AON
+4,743.4%
+6,610.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.8% |
| 7D | -5.6% | -6.3% | +0.7% | -3.4% |
| 30D | -2.0% | -14.1% | +12.1% | +3.1% |
| 3M | +15.8% | -9.5% | +25.3% | +19.4% |
| 6M | +4.7% | -4.0% | +8.7% | +5.4% |
| YTD | +13.7% | -13.8% | +27.5% | +18.3% |
| 1Y | +29.7% | -18.3% | +48.0% | +37.4% |
| 3Y | +48.4% | -7.2% | +55.6% | +47.9% |
| 5Y | +173.3% | +7.3% | +166.0% | +154.4% |
| 10Y | +450.2% | +203.6% | +246.6% | +242.8% |
| All | +11,354.2% | +4,743.4% | +6,610.8% | +1,962.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling