+426.7%
VRTX vs AU
+699.0%
-272.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -5.6% | -4.3% | -1.4% | -5.3% |
| 30D | -2.0% | +7.3% | -9.3% | -2.5% |
| 3M | +15.8% | +26.3% | -10.5% | +13.7% |
| 6M | +4.7% | +1.8% | +2.9% | +4.0% |
| YTD | +13.7% | +26.8% | -13.1% | +11.2% |
| 1Y | +29.7% | +66.7% | -37.0% | +24.3% |
| 3Y | +48.4% | +579.1% | -530.6% | +26.4% |
| 5Y | +173.3% | +689.3% | -516.0% | +127.3% |
| All | +426.7% | +699.0% | -272.3% | +344.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling