+117.0%
AXP vs VRTX
+178.3%
-61.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.6% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | -6.5% | +12.6% | -19.2% | -9.0% |
| 3M | +4.6% | +23.6% | -19.0% | -0.3% |
| 6M | +5.4% | +14.3% | -8.9% | +2.0% |
| YTD | -11.1% | +20.5% | -31.6% | -15.3% |
| 1Y | -0.3% | +37.6% | -37.9% | -8.0% |
| 3Y | +111.6% | +55.5% | +56.0% | +83.9% |
| All | +117.0% | +178.3% | -61.3% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling