+263,909.3%
AMZN vs VRTX
+3,083.2%
+260,826.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.3% |
| 7D | -3.0% | +0.8% | -3.8% | -3.2% |
| 30D | -5.2% | +12.6% | -17.8% | -7.9% |
| 3M | +1.9% | +23.6% | -21.8% | -3.4% |
| 6M | +19.2% | +14.3% | +5.0% | +15.0% |
| YTD | +12.0% | +20.5% | -8.5% | +6.4% |
| 1Y | +9.7% | +37.6% | -27.9% | +0.8% |
| 3Y | +87.2% | +55.5% | +31.6% | +63.4% |
| 5Y | +48.7% | +175.7% | -127.1% | +12.2% |
| 10Y | +569.3% | +474.2% | +95.1% | +308.9% |
| All | +263,909.3% | +3,083.2% | +260,826.1% | +48,102.1% |
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