+5,307.3%
VRTX vs AU
+783.5%
+4,523.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.0% | -3.1% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | +6.6% | +12.8% | -6.2% | +5.6% |
| 3M | +19.4% | +28.5% | -9.1% | +16.8% |
| 6M | +15.8% | +4.8% | +11.0% | +14.7% |
| YTD | +16.7% | +31.0% | -14.3% | +13.3% |
| 1Y | +33.8% | +81.4% | -47.6% | +26.3% |
| 3Y | +54.2% | +618.4% | -564.3% | +28.0% |
| 5Y | +176.4% | +686.3% | -509.9% | +124.6% |
| 10Y | +443.5% | +664.5% | -221.0% | +325.0% |
| All | +5,307.3% | +783.5% | +4,523.8% | +3,636.8% |
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 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