+2,520.1%
VRTX vs ITUB
+1,728.2%
+791.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.3% |
| 7D | 0.0% | +1.1% | -1.1% | -0.2% |
| 30D | +11.8% | -25.4% | +37.3% | +18.8% |
| 3M | +3.2% | -0.3% | +3.5% | +1.9% |
| 6M | +21.0% | -8.0% | +29.0% | +21.3% |
| YTD | +19.7% | +5.2% | +14.5% | +15.8% |
| 1Y | +25.0% | +7.4% | +17.6% | +20.1% |
| 3Y | +45.2% | +74.5% | -29.3% | +22.1% |
| 5Y | +189.7% | +175.8% | +13.9% | +111.1% |
| 10Y | +489.8% | +164.4% | +325.4% | +290.5% |
| All | +2,520.1% | +1,728.2% | +791.9% | +958.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling