+188.9%
AMAT vs VRTX
+37.4%
+151.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +4.5% |
| 7D | -1.5% | +0.8% | -2.3% | -1.6% |
| 30D | -14.8% | +12.6% | -27.4% | -16.2% |
| 3M | -9.3% | +23.6% | -32.9% | -13.4% |
| 6M | +27.4% | +14.3% | +13.1% | +24.3% |
| YTD | +77.6% | +20.5% | +57.1% | +71.5% |
| 1Y | +188.9% | +37.6% | +151.4% | +167.9% |
| All | +188.9% | +37.4% | +151.6% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 1y: compounded portfolio wealth divided by compounded VRTX 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…
1y analysis · Full analysis span regression · 6 months rolling