+407.0%
AXP vs VRTX
+483.3%
-76.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -0.1% | -1.6% | +1.4% | +0.3% |
| 30D | +4.4% | +8.0% | -3.6% | +2.4% |
| 3M | -6.4% | +4.3% | -10.7% | -7.5% |
| 6M | +4.2% | +18.9% | -14.7% | -0.5% |
| YTD | -12.4% | +18.8% | -31.2% | -16.8% |
| 1Y | -11.1% | +24.0% | -35.1% | -16.5% |
| 3Y | +114.9% | +42.1% | +72.7% | +90.2% |
| 5Y | +87.4% | +187.6% | -100.2% | +36.2% |
| All | +407.0% | +483.3% | -76.3% | +248.4% |
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