+470.4%
VRTX vs AEM
+412.5%
+57.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -1.6% | -6.8% | +5.3% | -0.8% |
| 30D | +8.0% | +0.8% | +7.2% | +7.7% |
| 3M | +4.3% | -0.8% | +5.1% | +4.0% |
| 6M | +18.9% | -8.5% | +27.4% | +19.3% |
| YTD | +18.8% | +5.9% | +12.9% | +17.0% |
| 1Y | +24.0% | +6.6% | +17.3% | +21.9% |
| 3Y | +42.1% | +302.2% | -260.1% | +17.0% |
| 5Y | +187.6% | +250.8% | -63.2% | +137.6% |
| All | +470.4% | +412.5% | +57.9% | +352.1% |
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