+65.7%
AMGN vs VRTX
+31.2%
+34.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +1.8% |
| 7D | +5.9% | +3.7% | +2.2% | +3.7% |
| 30D | +18.7% | +9.0% | +9.7% | +13.0% |
| 3M | +23.4% | +14.7% | +8.7% | +15.1% |
| 6M | +49.7% | +27.7% | +22.0% | +32.3% |
| YTD | +49.2% | +21.1% | +28.1% | +34.7% |
| 1Y | +65.7% | +30.2% | +35.5% | +47.5% |
| All | +65.7% | +31.2% | +34.6% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling