Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • VRTX vs VIAV✓SelectedUSD · VIAVVRTX vs VIAV performance historyLatest closeAs of-3.15%09/08
Stock and ETF performance explorer

VRTX vs VIAV

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,616.2%
VIAV return
+3,306.1%
Excess return
+3,310.1%
Maximum drawdown
-91.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioVIAVExcessAlpha
1D-3.2%+11.2%-14.3%-5.7%
7D-3.4%+11.3%-14.7%-6.1%
30D+6.6%-1.0%+7.6%+5.7%
3M+19.4%-20.5%+39.9%+22.3%
6M+15.8%+39.0%-23.2%+1.2%
YTD+16.7%+117.5%-100.8%-10.1%
1Y+33.8%+233.8%-199.9%-8.2%
3Y+54.2%+295.4%-241.2%-2.1%
5Y+176.4%+134.3%+42.1%+94.9%
10Y+443.5%+398.7%+44.8%+205.1%
All+6,616.2%+3,306.1%+3,310.1%+2,069.1%

Cumulative growth

Daily Returns

Daily percentage return beside VIAV.

Daily Out/Under-Performance

Portfolio return minus VIAV return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × VIAV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VIAV 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling