+31.4%
VRTX vs ARES
-20.5%
+52.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.2% |
| 7D | -6.4% | -2.7% | -3.7% | -6.2% |
| 30D | -0.5% | -2.4% | +1.9% | -0.3% |
| 3M | +16.9% | +3.9% | +13.0% | +16.4% |
| 6M | +13.1% | +26.4% | -13.3% | +10.6% |
| YTD | +14.9% | -14.9% | +29.8% | +14.0% |
| 1Y | +31.4% | -20.4% | +51.9% | +28.5% |
| All | +31.4% | -20.5% | +52.0% | +28.5% |
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