+60.4%
AMGN vs VRTX
+37.4%
+23.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | -0.5% |
| 7D | +1.1% | +0.8% | +0.3% | +0.7% |
| 30D | +7.8% | +12.6% | -4.8% | +1.7% |
| 3M | +27.3% | +23.6% | +3.6% | +14.7% |
| 6M | +16.8% | +14.3% | +2.6% | +8.9% |
| YTD | +36.3% | +20.5% | +15.9% | +23.9% |
| 1Y | +60.4% | +37.6% | +22.8% | +39.3% |
| All | +60.4% | +37.4% | +23.1% | +39.3% |
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 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