+25.0%
VRTX vs ARES
-10.4%
+35.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.4% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | +11.8% | +15.3% | -3.5% | +10.1% |
| 3M | +3.2% | -5.4% | +8.6% | +3.5% |
| 6M | +21.0% | +10.0% | +11.0% | +19.5% |
| YTD | +19.7% | -14.7% | +34.4% | +17.3% |
| 1Y | +25.0% | -9.7% | +34.7% | +22.8% |
| All | +25.0% | -10.4% | +35.4% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling