+12,036.0%
VRTX vs ITW
+6,928.0%
+5,108.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -1.9% |
| 7D | +0.8% | -3.6% | +4.4% | +2.5% |
| 30D | +12.6% | -9.1% | +21.8% | +17.6% |
| 3M | +23.6% | +8.2% | +15.4% | +19.0% |
| 6M | +14.3% | -4.8% | +19.0% | +16.3% |
| YTD | +20.5% | +11.0% | +9.4% | +13.9% |
| 1Y | +37.6% | +4.2% | +33.3% | +33.7% |
| 3Y | +55.5% | +17.3% | +38.3% | +41.1% |
| 5Y | +175.7% | +33.0% | +142.7% | +130.7% |
| 10Y | +474.2% | +182.3% | +291.9% | +219.8% |
| All | +12,036.0% | +6,928.0% | +5,108.0% | +2,040.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling