+24.0%
VRTX vs AR
+11.3%
+12.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.6% | +7.4% | -8.9% | -1.4% |
| 30D | +8.0% | +5.8% | +2.3% | +8.2% |
| 3M | +4.3% | +5.2% | -0.9% | +4.5% |
| 6M | +18.9% | +5.4% | +13.4% | +18.9% |
| YTD | +18.8% | +12.4% | +6.4% | +14.9% |
| 1Y | +24.0% | +12.8% | +11.1% | +19.8% |
| All | +24.0% | +11.3% | +12.6% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling