+273,029.3%
AMZN vs VRTX
+3,062.8%
+269,966.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +3.4% | +11.8% | -8.4% | +0.6% |
| 3M | +0.1% | +3.2% | -3.2% | -0.9% |
| 6M | +0.6% | +21.0% | -20.4% | -4.3% |
| YTD | +15.9% | +19.7% | -3.8% | +10.0% |
| 1Y | +9.5% | +25.0% | -15.5% | +2.8% |
| 3Y | +86.3% | +45.2% | +41.1% | +65.0% |
| 5Y | +51.7% | +189.7% | -138.0% | +13.0% |
| 10Y | +623.8% | +489.8% | +134.0% | +341.2% |
| All | +273,029.3% | +3,062.8% | +269,966.5% | +49,749.9% |
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 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