+126.7%
AMAT vs VRTX
+183.5%
-56.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.0% |
| 7D | -14.7% | -2.1% | -12.6% | -14.3% |
| 30D | -36.1% | +8.2% | -44.3% | -37.5% |
| 3M | -36.9% | +13.0% | -49.9% | -39.3% |
| 6M | -22.2% | +27.9% | -50.1% | -28.5% |
| YTD | +29.9% | +20.7% | +9.3% | +21.2% |
| 1Y | +43.3% | +31.4% | +11.8% | +29.9% |
| 3Y | +142.7% | +41.8% | +100.8% | +107.6% |
| All | +126.7% | +183.5% | -56.8% | +23.7% |
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