+670.7%
VRTX vs AR
-33.4%
+704.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +0.9% |
| 7D | -2.1% | -14.3% | +12.1% | -1.3% |
| 30D | +8.2% | +1.4% | +6.8% | +8.0% |
| 3M | +13.0% | +3.4% | +9.6% | +12.7% |
| 6M | +27.9% | -2.1% | +30.0% | +27.8% |
| YTD | +20.7% | +4.7% | +16.0% | +19.8% |
| 1Y | +31.4% | +10.6% | +20.9% | +30.0% |
| 3Y | +41.8% | +24.6% | +17.2% | +37.8% |
| 5Y | +183.7% | +71.9% | +111.8% | +165.9% |
| 10Y | +592.9% | +46.4% | +546.5% | +608.0% |
| All | +670.7% | -33.4% | +704.0% | +686.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling