+147.1%
AMAT vs VRTX
+187.6%
-40.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | +11.4% | -1.6% | +12.9% | +11.8% |
| 30D | -17.0% | +8.0% | -25.1% | -18.9% |
| 3M | -30.6% | +4.3% | -34.9% | -31.7% |
| 6M | -14.9% | +18.9% | -33.8% | -20.1% |
| YTD | +44.7% | +18.8% | +25.9% | +35.6% |
| 1Y | +66.9% | +24.0% | +42.9% | +54.1% |
| 3Y | +153.3% | +42.1% | +111.2% | +116.1% |
| All | +147.1% | +187.6% | -40.5% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling