+172.9%
VRTX vs VIVK
-100.0%
+272.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.2% |
| 7D | -7.8% | -9.5% | +1.7% | -7.8% |
| 30D | -2.8% | -35.1% | +32.3% | -3.0% |
| 3M | +18.1% | -93.4% | +111.5% | +16.9% |
| 6M | +3.1% | -98.0% | +101.1% | +1.8% |
| YTD | +13.5% | -97.9% | +111.4% | +12.5% |
| 1Y | +32.4% | -100.0% | +132.4% | +29.9% |
| 3Y | +50.0% | -100.0% | +150.0% | +47.0% |
| 5Y | +172.9% | -100.0% | +272.9% | +171.6% |
| All | +172.9% | -100.0% | +272.9% | +171.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling