+1,162.1%
AMAT vs VRTX
+580.6%
+581.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.9% |
| 7D | -14.7% | -2.1% | -12.6% | -14.1% |
| 30D | -36.1% | +8.2% | -44.3% | -38.1% |
| 3M | -36.9% | +13.0% | -49.9% | -40.1% |
| 6M | -22.2% | +27.9% | -50.1% | -30.2% |
| YTD | +29.9% | +20.7% | +9.3% | +18.7% |
| 1Y | +43.3% | +31.4% | +11.8% | +26.4% |
| 3Y | +142.7% | +41.8% | +100.8% | +99.7% |
| 5Y | +126.2% | +183.7% | -57.5% | +35.0% |
| All | +1,162.1% | +580.6% | +581.5% | +590.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling