+40.8%
AMGN vs VRTX
+23.3%
+17.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.3% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +13.1% | +11.8% | +1.3% | +4.6% |
| 3M | +12.9% | +3.2% | +9.7% | +10.9% |
| 6M | +40.8% | +21.0% | +19.7% | +23.9% |
| All | +40.8% | +23.3% | +17.4% | +23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling