+184.1%
VRTX vs AR
+143.7%
+40.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.1% |
| 7D | +0.8% | +2.5% | -1.7% | +0.7% |
| 30D | +12.6% | +14.8% | -2.2% | +11.9% |
| 3M | +23.6% | +6.2% | +17.4% | +23.2% |
| 6M | +14.3% | +4.3% | +10.0% | +13.8% |
| YTD | +20.5% | +14.4% | +6.1% | +19.3% |
| 1Y | +37.6% | +21.3% | +16.2% | +35.7% |
| 3Y | +55.5% | +39.8% | +15.7% | +50.6% |
| All | +184.1% | +143.7% | +40.4% | +169.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling