+89.6%
AXP vs VRTX
+183.5%
-93.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.4% |
| 7D | +0.6% | -2.1% | +2.7% | +1.0% |
| 30D | +5.8% | +8.2% | -2.4% | +3.9% |
| 3M | -6.0% | +13.0% | -19.0% | -8.8% |
| 6M | +0.3% | +27.9% | -27.6% | -5.5% |
| YTD | -12.3% | +20.7% | -32.9% | -16.7% |
| 1Y | -11.2% | +31.4% | -42.7% | -17.5% |
| 3Y | +117.0% | +41.8% | +75.2% | +92.4% |
| All | +89.6% | +183.5% | -93.9% | +38.5% |
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