+50.1%
VRTX vs AU
+604.2%
-554.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -6.4% | +0.6% | -7.0% | -6.4% |
| 30D | -0.5% | +12.3% | -12.8% | -1.2% |
| 3M | +16.9% | +29.4% | -12.4% | +15.2% |
| 6M | +13.1% | +3.2% | +9.9% | +12.3% |
| YTD | +14.9% | +31.8% | -16.9% | +13.7% |
| 1Y | +31.4% | +83.4% | -52.0% | +29.5% |
| All | +50.1% | +604.2% | -554.1% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling