+247.2%
AMAT vs VRTX
+178.3%
+68.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +4.9% |
| 7D | -1.5% | +0.8% | -2.3% | -1.8% |
| 30D | -14.8% | +12.6% | -27.4% | -17.9% |
| 3M | -9.3% | +23.6% | -32.9% | -15.4% |
| 6M | +27.4% | +14.3% | +13.1% | +21.4% |
| YTD | +77.6% | +20.5% | +57.1% | +66.2% |
| 1Y | +188.9% | +37.6% | +151.4% | +158.4% |
| 3Y | +202.3% | +55.5% | +146.7% | +148.8% |
| All | +247.2% | +178.3% | +68.9% | +102.8% |
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