+432.5%
VRTX vs AEM
+383.3%
+49.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | -6.4% | +3.0% | -9.4% | -6.7% |
| 30D | -0.5% | +12.5% | -13.0% | -2.0% |
| 3M | +16.9% | +26.9% | -10.0% | +13.4% |
| 6M | +13.1% | -9.4% | +22.5% | +13.7% |
| YTD | +14.9% | +20.3% | -5.3% | +11.9% |
| 1Y | +31.4% | +33.8% | -2.3% | +26.0% |
| 3Y | +51.9% | +349.8% | -297.9% | +23.8% |
| 5Y | +177.1% | +301.0% | -124.0% | +126.0% |
| All | +432.5% | +383.3% | +49.2% | +319.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling