+7,512.2%
AMD vs VRTX
+11,790.4%
-4,278.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.2% | -16.1% | -17.0% |
| 7D | -28.6% | +0.5% | -29.1% | -28.7% |
| 30D | -37.7% | +8.0% | -45.7% | -38.9% |
| 3M | -16.1% | +11.9% | -28.0% | -18.6% |
| 6M | +13.8% | +27.8% | -14.0% | +6.9% |
| YTD | +88.8% | +19.7% | +69.2% | +79.3% |
| 1Y | +57.8% | +30.1% | +27.7% | +47.0% |
| 3Y | +260.3% | +44.2% | +216.1% | +222.3% |
| 5Y | +196.6% | +181.3% | +15.3% | +127.6% |
| 10Y | +6,064.6% | +587.1% | +5,477.6% | +3,833.7% |
| All | +7,512.2% | +11,790.4% | -4,278.2% | +2,210.9% |
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