+29.7%
VRTX vs AU
+72.0%
-42.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -5.6% | -4.3% | -1.4% | -5.2% |
| 30D | -2.0% | +7.3% | -9.3% | -2.8% |
| 3M | +15.8% | +26.3% | -10.5% | +12.6% |
| 6M | +4.7% | +1.8% | +2.9% | +3.7% |
| YTD | +13.7% | +26.8% | -13.1% | +11.6% |
| 1Y | +29.7% | +66.7% | -37.0% | +22.8% |
| All | +29.7% | +72.0% | -42.3% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling