+58.8%
VRTX vs ARES
+51.9%
+6.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -2.0% |
| 7D | +0.8% | -1.7% | +2.5% | +1.0% |
| 30D | +12.6% | +0.3% | +12.4% | +12.6% |
| 3M | +23.6% | +8.5% | +15.2% | +22.2% |
| 6M | +14.3% | +23.5% | -9.2% | +10.8% |
| YTD | +20.5% | -11.2% | +31.7% | +21.1% |
| 1Y | +37.6% | -19.3% | +56.9% | +39.9% |
| All | +58.8% | +51.9% | +6.9% | +37.8% |
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