+94,649.7%
AMAT vs VRTX
+11,790.4%
+82,859.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.2% | -12.4% | -13.3% |
| 7D | -24.3% | +0.5% | -24.8% | -24.4% |
| 30D | -39.8% | +8.0% | -47.8% | -40.9% |
| 3M | -40.2% | +11.9% | -52.1% | -41.8% |
| 6M | -22.1% | +27.8% | -49.9% | -26.6% |
| YTD | +24.7% | +19.7% | +5.0% | +18.9% |
| 1Y | +33.3% | +30.1% | +3.2% | +24.8% |
| 3Y | +133.9% | +44.2% | +89.7% | +111.0% |
| 5Y | +117.1% | +181.3% | -64.2% | +69.4% |
| 10Y | +1,158.7% | +587.1% | +571.6% | +713.1% |
| All | +94,649.7% | +11,790.4% | +82,859.3% | +27,978.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling