+144.8%
VRTX vs AUR
-35.0%
+179.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -6.4% | +11.1% | -17.5% | -6.8% |
| 30D | -0.5% | -6.9% | +6.3% | -0.4% |
| 3M | +16.9% | +5.5% | +11.4% | +16.4% |
| 6M | +13.1% | +41.0% | -27.9% | +11.0% |
| YTD | +14.9% | +69.3% | -54.3% | +12.0% |
| 1Y | +31.4% | +14.0% | +17.4% | +29.6% |
| 3Y | +51.9% | +90.1% | -38.2% | +44.6% |
| 5Y | +177.1% | -34.4% | +211.5% | +156.9% |
| All | +144.8% | -35.0% | +179.8% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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