+426.7%
VRTX vs VIVK
-100.0%
+526.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.4% | +7.6% | +0.2% |
| 7D | -5.6% | -4.4% | -1.2% | -5.6% |
| 30D | -2.0% | -40.8% | +38.9% | -2.1% |
| 3M | +15.8% | -94.1% | +110.0% | +15.0% |
| 6M | +4.7% | -98.2% | +102.9% | +3.8% |
| YTD | +13.7% | -98.0% | +111.7% | +13.0% |
| 1Y | +29.7% | -100.0% | +129.7% | +28.0% |
| 3Y | +48.4% | -100.0% | +148.4% | +46.6% |
| 5Y | +173.3% | -100.0% | +273.3% | +170.1% |
| All | +426.7% | -100.0% | +526.7% | +421.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 10y: compounded portfolio wealth divided by compounded VIVK 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…
10y analysis · Full analysis span regression · 6 months rolling