+470.2%
VRTX vs AVAV
+479.1%
-8.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.0% |
| 7D | +0.8% | -2.2% | +3.0% | +1.0% |
| 30D | +12.6% | -13.9% | +26.6% | +14.1% |
| 3M | +23.6% | -29.2% | +52.9% | +26.9% |
| 6M | +14.3% | -36.1% | +50.4% | +17.8% |
| YTD | +20.5% | -40.2% | +60.7% | +23.5% |
| 1Y | +37.6% | -36.2% | +73.8% | +39.2% |
| 3Y | +55.5% | +47.5% | +8.0% | +37.3% |
| 5Y | +175.7% | +39.3% | +136.5% | +137.9% |
| All | +470.2% | +479.1% | -8.9% | +192.8% |
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