+474.7%
VRTX vs AR
+57.2%
+417.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | 0.0% | +6.4% | -6.4% | -0.2% |
| 30D | +11.8% | +3.1% | +8.7% | +11.6% |
| 3M | +3.2% | +3.3% | -0.1% | +3.0% |
| 6M | +21.0% | +6.6% | +14.5% | +20.5% |
| YTD | +19.7% | +12.3% | +7.4% | +18.7% |
| 1Y | +25.0% | +12.3% | +12.6% | +23.9% |
| 3Y | +45.2% | +50.4% | -5.2% | +41.0% |
| 5Y | +189.7% | +101.0% | +88.7% | +175.0% |
| All | +474.7% | +57.2% | +417.5% | +546.7% |
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