+5,406.5%
VRTX vs AU
+607.0%
+4,799.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -1.6% | -7.2% | +5.7% | -1.0% |
| 30D | +8.0% | -2.9% | +10.9% | +8.2% |
| 3M | +4.3% | -8.7% | +13.0% | +4.8% |
| 6M | +18.9% | -14.1% | +33.0% | +19.6% |
| YTD | +18.8% | +4.8% | +14.0% | +17.2% |
| 1Y | +24.0% | +11.9% | +12.1% | +21.5% |
| 3Y | +42.1% | +513.8% | -471.7% | +19.5% |
| 5Y | +187.6% | +379.3% | -191.7% | +142.7% |
| 10Y | +485.4% | +837.1% | -351.6% | +349.6% |
| All | +5,406.5% | +607.0% | +4,799.5% | +3,764.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling