+132.8%
AMAT vs VRTX
+43.0%
+89.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.2% | -12.4% | -13.4% |
| 7D | -24.3% | +0.5% | -24.8% | -24.4% |
| 30D | -39.8% | +8.0% | -47.8% | -40.6% |
| 3M | -40.2% | +11.9% | -52.1% | -41.7% |
| 6M | -22.1% | +27.8% | -49.9% | -26.8% |
| YTD | +24.7% | +19.7% | +5.0% | +19.0% |
| 1Y | +33.3% | +30.1% | +3.2% | +24.7% |
| All | +132.8% | +43.0% | +89.8% | +119.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling