+456.3%
VRTX vs ARES
+1,006.5%
-550.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.8% |
| 7D | -6.4% | -2.7% | -3.7% | -5.9% |
| 30D | -0.5% | -2.4% | +1.9% | -0.1% |
| 3M | +16.9% | +3.9% | +13.0% | +15.5% |
| 6M | +13.1% | +26.4% | -13.3% | +6.7% |
| YTD | +14.9% | -14.9% | +29.8% | +17.1% |
| 1Y | +31.4% | -20.4% | +51.9% | +35.3% |
| 3Y | +51.9% | +38.8% | +13.1% | +33.4% |
| 5Y | +177.1% | +97.0% | +80.1% | +115.6% |
| 10Y | +456.3% | +999.8% | -543.5% | +188.3% |
| All | +456.3% | +1,006.5% | -550.2% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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