+8,889.6%
AMD vs VRTX
+11,869.8%
-2,980.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +5.2% |
| 7D | +2.6% | +0.8% | +1.8% | +2.4% |
| 30D | -0.9% | +12.6% | -13.6% | -3.7% |
| 3M | -8.7% | +23.6% | -32.4% | -13.3% |
| 6M | +136.3% | +14.3% | +122.1% | +127.8% |
| YTD | +123.0% | +20.5% | +102.5% | +112.2% |
| 1Y | +195.2% | +37.6% | +157.6% | +172.5% |
| 3Y | +336.3% | +55.5% | +280.8% | +285.4% |
| 5Y | +334.5% | +175.7% | +158.7% | +235.9% |
| 10Y | +6,259.1% | +474.2% | +5,784.9% | +4,106.6% |
| All | +8,889.6% | +11,869.8% | -2,980.2% | +2,634.3% |
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