+426.7%
VRTX vs AZO
+296.8%
+129.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -5.6% | -3.6% | -2.0% | -4.7% |
| 30D | -2.0% | -5.6% | +3.6% | -0.5% |
| 3M | +15.8% | -6.6% | +22.5% | +17.4% |
| 6M | +4.7% | -22.5% | +27.2% | +11.1% |
| YTD | +13.7% | -15.2% | +28.9% | +17.9% |
| 1Y | +29.7% | -33.9% | +63.6% | +43.0% |
| 3Y | +48.4% | +11.8% | +36.6% | +41.2% |
| 5Y | +173.3% | +85.5% | +87.8% | +124.2% |
| All | +426.7% | +296.8% | +129.9% | +261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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