+722.8%
VRTX vs ARES
+1,196.0%
-473.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.9% |
| 7D | +0.8% | -1.7% | +2.5% | +1.1% |
| 30D | +12.6% | +0.3% | +12.4% | +12.5% |
| 3M | +23.6% | +8.5% | +15.2% | +21.1% |
| 6M | +14.3% | +23.5% | -9.2% | +8.6% |
| YTD | +20.5% | -11.2% | +31.7% | +21.6% |
| 1Y | +37.6% | -19.3% | +56.9% | +41.1% |
| 3Y | +55.5% | +48.7% | +6.9% | +36.0% |
| 5Y | +175.7% | +106.5% | +69.2% | +117.1% |
| 10Y | +474.2% | +1,055.3% | -581.1% | +209.4% |
| All | +722.8% | +1,196.0% | -473.1% | +332.7% |
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