+725.5%
VRTX vs ARES
+1,202.8%
-477.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +3.2% | +8.1% | -4.9% | +1.6% |
| 30D | +7.4% | +18.9% | -11.5% | +3.8% |
| 3M | +4.6% | +2.3% | +2.2% | +3.9% |
| 6M | +27.5% | +12.7% | +14.8% | +23.7% |
| YTD | +20.9% | -10.8% | +31.6% | +21.7% |
| 1Y | +30.1% | -5.3% | +35.4% | +29.2% |
| 3Y | +46.6% | +42.0% | +4.6% | +29.6% |
| 5Y | +191.6% | +88.3% | +103.3% | +134.6% |
| 10Y | +474.5% | +1,148.2% | -673.7% | +206.9% |
| All | +725.5% | +1,202.8% | -477.2% | +333.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling