+564.1%
AMZN vs VRTX
+441.1%
+123.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | -1.0% | -6.4% | +5.4% | +0.7% |
| 30D | -9.2% | -0.5% | -8.7% | -9.2% |
| 3M | +3.4% | +16.9% | -13.5% | -1.3% |
| 6M | +18.2% | +13.1% | +5.2% | +13.7% |
| YTD | +9.3% | +14.9% | -5.6% | +4.3% |
| 1Y | +5.9% | +31.4% | -25.5% | -2.9% |
| 3Y | +82.6% | +51.9% | +30.7% | +54.7% |
| 5Y | +44.9% | +177.1% | -132.2% | +0.1% |
| 10Y | +564.1% | +456.3% | +107.8% | +325.6% |
| All | +564.1% | +441.1% | +123.0% | +325.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling