+199.6%
AMGN vs VRTX
+450.9%
-251.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -1.8% |
| 7D | -13.9% | -7.8% | -6.1% | -11.4% |
| 30D | -7.1% | -2.8% | -4.3% | -6.1% |
| 3M | +13.9% | +18.1% | -4.2% | +7.8% |
| 6M | +3.2% | +3.1% | +0.2% | +2.1% |
| YTD | +19.2% | +13.5% | +5.7% | +14.0% |
| 1Y | +41.1% | +32.4% | +8.7% | +28.1% |
| 3Y | +61.3% | +50.0% | +11.3% | +36.8% |
| 5Y | +109.1% | +172.9% | -63.8% | +41.3% |
| All | +199.6% | +450.9% | -251.3% | +78.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling