+1,419.1%
VRTX vs VIVK
-100.0%
+1,519.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -12.3% | +10.2% | -2.1% |
| 7D | +0.8% | -1.4% | +2.2% | +0.8% |
| 30D | +12.6% | -43.6% | +56.3% | +12.7% |
| 3M | +23.6% | -95.1% | +118.8% | +23.9% |
| 6M | +14.3% | -98.2% | +112.5% | +14.6% |
| YTD | +20.5% | -97.9% | +118.4% | +20.7% |
| 1Y | +37.6% | -100.0% | +137.6% | +38.3% |
| 3Y | +55.5% | -100.0% | +155.5% | +56.2% |
| 5Y | +175.7% | -100.0% | +275.7% | +176.9% |
| 10Y | +474.2% | -100.0% | +574.2% | +470.7% |
| All | +1,419.1% | -100.0% | +1,519.1% | +1,363.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling