+24.0%
VRTX vs AS
-3.7%
+27.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -1.6% | -4.9% | +3.3% | -1.1% |
| 30D | +8.0% | +3.9% | +4.2% | +7.7% |
| 3M | +4.3% | -9.6% | +13.9% | +5.3% |
| 6M | +18.9% | -8.7% | +27.5% | +19.4% |
| YTD | +18.8% | -19.8% | +38.6% | +19.6% |
| 1Y | +24.0% | -1.5% | +25.5% | +31.2% |
| All | +24.0% | -3.7% | +27.7% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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