+493.1%
VRTX vs AVAV
+423.1%
+70.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.6% | -11.9% | -0.4% |
| 7D | -0.4% | +3.2% | -3.6% | -0.9% |
| 30D | +8.0% | -7.4% | +15.4% | +8.4% |
| 3M | +11.0% | -32.0% | +43.1% | +14.4% |
| 6M | +28.2% | -24.6% | +52.7% | +29.8% |
| YTD | +21.5% | -47.5% | +69.0% | +25.4% |
| 1Y | +34.5% | -61.5% | +96.0% | +42.8% |
| 3Y | +49.5% | +5.5% | +44.0% | +38.0% |
| 5Y | +188.3% | +35.7% | +152.5% | +149.9% |
| 10Y | +493.1% | +379.1% | +114.0% | +296.8% |
| All | +493.1% | +423.1% | +70.0% | +296.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling