+42.1%
VRTX vs ITW
+33.4%
+8.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.6% | +2.3% | -3.9% | -2.2% |
| 30D | +8.0% | +6.7% | +1.3% | +6.0% |
| 3M | +4.3% | -0.5% | +4.8% | +4.4% |
| 6M | +18.9% | +16.4% | +2.5% | +13.5% |
| YTD | +18.8% | +19.0% | -0.1% | +12.5% |
| 1Y | +24.0% | +20.2% | +3.7% | +17.0% |
| 3Y | +42.1% | +33.1% | +9.1% | +48.2% |
| All | +42.1% | +33.4% | +8.7% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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