+119.7%
AXP vs VRTX
+43.0%
+76.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | +7.0% | +8.0% | -1.0% | +5.6% |
| 3M | -6.6% | +11.9% | -18.5% | -8.5% |
| 6M | +3.5% | +27.8% | -24.4% | -1.0% |
| YTD | -11.2% | +19.7% | -30.8% | -14.5% |
| 1Y | -10.2% | +30.1% | -40.3% | -14.9% |
| All | +119.7% | +43.0% | +76.7% | +105.4% |
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 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