+172.9%
VRTX vs AU
+673.1%
-500.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -1.0% |
| 7D | -7.8% | -7.0% | -0.8% | -7.3% |
| 30D | -2.8% | +7.3% | -10.1% | -3.4% |
| 3M | +18.1% | +33.2% | -15.1% | +15.6% |
| 6M | +3.1% | -0.6% | +3.7% | +2.5% |
| YTD | +13.5% | +26.2% | -12.7% | +11.4% |
| 1Y | +32.4% | +68.3% | -35.8% | +27.7% |
| 3Y | +50.0% | +592.1% | -542.1% | +28.2% |
| 5Y | +172.9% | +685.3% | -512.4% | +130.7% |
| All | +172.9% | +673.1% | -500.2% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling