+1,587.5%
AMAT vs VRTX
+473.8%
+1,113.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +5.1% |
| 7D | -1.5% | +0.8% | -2.3% | -1.9% |
| 30D | -14.8% | +12.6% | -27.4% | -18.7% |
| 3M | -9.3% | +23.6% | -32.9% | -16.9% |
| 6M | +27.4% | +14.3% | +13.1% | +19.8% |
| YTD | +77.6% | +20.5% | +57.1% | +63.3% |
| 1Y | +188.9% | +37.6% | +151.4% | +151.5% |
| 3Y | +202.3% | +55.5% | +146.7% | +140.6% |
| 5Y | +248.9% | +175.7% | +73.2% | +112.9% |
| All | +1,587.5% | +473.8% | +1,113.7% | +845.0% |
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