+2,537.0%
VRTX vs ITUB
+1,920.1%
+616.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.9% |
| 7D | +0.8% | +8.7% | -7.9% | -1.2% |
| 30D | +12.6% | -0.7% | +13.3% | +12.7% |
| 3M | +23.6% | +7.8% | +15.8% | +21.1% |
| 6M | +14.3% | -3.4% | +17.7% | +14.6% |
| YTD | +20.5% | +16.3% | +4.2% | +15.3% |
| 1Y | +37.6% | +29.8% | +7.8% | +27.9% |
| 3Y | +55.5% | +111.1% | -55.5% | +26.5% |
| 5Y | +175.7% | +173.6% | +2.2% | +103.1% |
| 10Y | +474.2% | +193.2% | +280.9% | +274.0% |
| All | +2,537.0% | +1,920.1% | +616.9% | +954.1% |
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