+286.9%
AMKR vs VRTX
+3,367.4%
-3,080.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.4% |
| 7D | 0.0% | +0.8% | -0.9% | -0.3% |
| 30D | -11.1% | +12.6% | -23.8% | -14.5% |
| 3M | -35.2% | +23.6% | -58.8% | -39.8% |
| 6M | +4.9% | +14.3% | -9.4% | -0.7% |
| YTD | +21.6% | +20.5% | +1.1% | +13.2% |
| 1Y | +98.0% | +37.6% | +60.5% | +77.2% |
| 3Y | +77.8% | +55.5% | +22.3% | +50.4% |
| 5Y | +79.9% | +175.7% | -95.9% | +26.7% |
| 10Y | +456.9% | +474.2% | -17.3% | +207.6% |
| All | +286.9% | +3,367.4% | -3,080.5% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling