+48.2%
VRTX vs AZO
+10.2%
+38.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.1% |
| 7D | -7.8% | -2.9% | -4.9% | -7.2% |
| 30D | -2.8% | -5.3% | +2.4% | -1.8% |
| 3M | +18.1% | -7.3% | +25.4% | +19.5% |
| 6M | +3.1% | -22.7% | +25.7% | +8.5% |
| YTD | +13.5% | -15.0% | +28.5% | +17.5% |
| 1Y | +32.4% | -32.2% | +64.7% | +42.8% |
| All | +48.2% | +10.2% | +38.0% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling