+112.0%
AMGN vs VRTX
+175.1%
-63.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -11.6% | -6.4% | -5.2% | -9.6% |
| 30D | -5.7% | -0.5% | -5.1% | -5.4% |
| 3M | +14.2% | +16.9% | -2.7% | +8.9% |
| 6M | +5.2% | +13.1% | -7.9% | +1.1% |
| YTD | +22.0% | +14.9% | +7.0% | +16.7% |
| 1Y | +43.6% | +31.4% | +12.2% | +32.2% |
| 3Y | +65.0% | +51.9% | +13.1% | +43.4% |
| 5Y | +112.0% | +177.1% | -65.0% | +57.6% |
| All | +112.0% | +175.1% | -63.1% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling