+11,653.3%
VRTX vs AZO
+30,368.2%
-18,714.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.9% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | +6.6% | -5.6% | +12.2% | +8.2% |
| 3M | +19.4% | -4.0% | +23.4% | +20.3% |
| 6M | +15.8% | -18.9% | +34.8% | +21.7% |
| YTD | +16.7% | -13.0% | +29.6% | +20.2% |
| 1Y | +33.8% | -30.4% | +64.2% | +46.0% |
| 3Y | +54.2% | +12.7% | +41.5% | +46.2% |
| 5Y | +176.4% | +89.6% | +86.7% | +124.6% |
| 10Y | +443.5% | +304.7% | +138.8% | +246.3% |
| All | +11,653.3% | +30,368.2% | -18,714.9% | +2,098.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling