+192.5%
AMKR vs VRTX
+3,319.7%
-3,127.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | +10.0% | -1.6% | +11.6% | +10.5% |
| 30D | -19.4% | +8.0% | -27.5% | -21.3% |
| 3M | -37.4% | +4.3% | -41.6% | -38.5% |
| 6M | -51.5% | +18.9% | -70.3% | -54.6% |
| YTD | -8.1% | +18.8% | -26.9% | -14.4% |
| 1Y | +13.8% | +24.0% | -10.1% | +4.7% |
| 3Y | +59.4% | +42.1% | +17.3% | +37.9% |
| 5Y | +65.9% | +187.6% | -121.7% | +15.0% |
| 10Y | +238.6% | +485.4% | -246.8% | +86.2% |
| All | +192.5% | +3,319.7% | -3,127.2% | -48.8% |
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