-11.2%
AXP vs VRTX
+32.1%
-43.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.4% |
| 7D | +0.6% | -2.1% | +2.7% | +0.9% |
| 30D | +5.8% | +8.2% | -2.4% | +4.4% |
| 3M | -6.0% | +13.0% | -19.0% | -8.0% |
| 6M | +0.3% | +27.9% | -27.6% | -3.4% |
| YTD | -12.3% | +20.7% | -32.9% | -16.6% |
| 1Y | -11.2% | +31.4% | -42.7% | -17.3% |
| All | -11.2% | +32.1% | -43.4% | -17.3% |
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