+425.8%
VRTX vs ITUB
+219.0%
+206.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.7% |
| 7D | -7.8% | +1.0% | -8.8% | -7.9% |
| 30D | -2.8% | +10.7% | -13.6% | -4.3% |
| 3M | +18.1% | +10.1% | +8.0% | +16.2% |
| 6M | +3.1% | -0.1% | +3.2% | +2.7% |
| YTD | +13.5% | +18.4% | -4.9% | +10.2% |
| 1Y | +32.4% | +31.3% | +1.2% | +26.4% |
| 3Y | +50.0% | +124.6% | -74.6% | +30.7% |
| 5Y | +172.9% | +192.0% | -19.1% | +123.6% |
| All | +425.8% | +219.0% | +206.9% | +285.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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