+474.5%
VRTX vs AR
+52.4%
+422.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.1% | 0.0% |
| 7D | +3.2% | -5.8% | +9.0% | +3.5% |
| 30D | +7.4% | +4.8% | +2.6% | +7.1% |
| 3M | +4.6% | +1.5% | +3.1% | +4.4% |
| 6M | +27.5% | +4.7% | +22.8% | +27.0% |
| YTD | +20.9% | +9.2% | +11.7% | +20.0% |
| 1Y | +30.1% | +11.2% | +18.9% | +29.0% |
| 3Y | +46.6% | +46.2% | +0.4% | +42.5% |
| 5Y | +191.6% | +98.1% | +93.5% | +176.9% |
| 10Y | +474.5% | +54.5% | +420.0% | +542.1% |
| All | +474.5% | +52.4% | +422.1% | +542.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling