-0.3%
AXP vs VRTX
+37.4%
-37.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | -2.1% | +0.8% | -2.9% | -2.2% |
| 30D | -6.5% | +12.6% | -19.2% | -8.4% |
| 3M | +4.6% | +23.6% | -19.0% | +1.1% |
| 6M | +5.4% | +14.3% | -8.9% | +2.4% |
| YTD | -11.1% | +20.5% | -31.6% | -15.3% |
| 1Y | -0.3% | +37.6% | -37.9% | -7.9% |
| All | -0.3% | +37.4% | -37.7% | -7.9% |
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 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