+11,868.9%
VRTX vs AON
+5,327.2%
+6,541.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.3% |
| 7D | -1.6% | +1.0% | -2.6% | -1.9% |
| 30D | +8.0% | +23.2% | -15.1% | +0.3% |
| 3M | +4.3% | -5.0% | +9.3% | +5.6% |
| 6M | +18.9% | +9.3% | +9.5% | +14.2% |
| YTD | +18.8% | -3.4% | +22.2% | +18.5% |
| 1Y | +24.0% | -2.9% | +26.8% | +23.3% |
| 3Y | +42.1% | +3.6% | +38.5% | +35.9% |
| 5Y | +187.6% | +16.9% | +170.7% | +159.9% |
| 10Y | +485.4% | +234.4% | +251.1% | +251.5% |
| All | +11,868.9% | +5,327.2% | +6,541.7% | +1,964.9% |
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