+111.1%
AXP vs VRTX
+54.9%
+56.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | -6.5% | +12.6% | -19.2% | -8.6% |
| 3M | +4.6% | +23.6% | -19.0% | +0.6% |
| 6M | +5.4% | +14.3% | -8.9% | +2.5% |
| YTD | -11.1% | +20.5% | -31.6% | -14.7% |
| 1Y | -0.3% | +37.6% | -37.9% | -6.8% |
| All | +111.1% | +54.9% | +56.2% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling