+8,784.0%
AXP vs VRTX
+11,790.4%
-3,006.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.8% |
| 3M | -6.6% | +11.9% | -18.5% | -8.3% |
| 6M | +3.5% | +27.8% | -24.4% | -0.5% |
| YTD | -11.2% | +19.7% | -30.8% | -13.9% |
| 1Y | -10.2% | +30.1% | -40.3% | -14.1% |
| 3Y | +120.0% | +44.2% | +75.8% | +105.0% |
| 5Y | +95.6% | +181.3% | -85.7% | +64.3% |
| 10Y | +468.1% | +587.1% | -118.9% | +310.9% |
| All | +8,784.0% | +11,790.4% | -3,006.4% | +3,422.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling