-6.7%
AXP vs VRTX
+31.2%
-37.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.3% | +1.6% |
| 7D | +4.6% | +3.7% | +1.0% | +3.9% |
| 30D | +9.7% | +9.0% | +0.7% | +8.1% |
| 3M | -3.8% | +14.7% | -18.5% | -6.0% |
| 6M | +4.8% | +27.7% | -22.9% | +1.0% |
| YTD | -9.1% | +21.1% | -30.2% | -13.5% |
| 1Y | -6.7% | +30.2% | -36.9% | -12.7% |
| All | -6.7% | +31.2% | -37.9% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling