+41.8%
VRTX vs ARES
+37.4%
+4.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -2.1% | +4.5% | -6.7% | -2.7% |
| 30D | +8.2% | +15.7% | -7.6% | +6.2% |
| 3M | +13.0% | -2.0% | +15.0% | +13.1% |
| 6M | +27.9% | +10.4% | +17.5% | +25.9% |
| YTD | +20.7% | -14.2% | +34.9% | +21.6% |
| 1Y | +31.4% | -7.8% | +39.2% | +31.1% |
| 3Y | +41.8% | +41.4% | +0.4% | +13.8% |
| All | +41.8% | +37.4% | +4.4% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling