+169.8%
VRTX vs VRSK
-11.9%
+181.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | -7.8% | -7.7% | 0.0% | -6.2% |
| 30D | -2.8% | -2.8% | 0.0% | -2.3% |
| 3M | +18.1% | -3.7% | +21.8% | +18.5% |
| 6M | +3.1% | -12.8% | +15.9% | +5.8% |
| YTD | +13.5% | -21.0% | +34.5% | +19.3% |
| 1Y | +32.4% | -32.5% | +64.9% | +45.8% |
| 3Y | +50.0% | -26.5% | +76.5% | +57.9% |
| All | +169.8% | -11.9% | +181.7% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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