+44.6%
VRTX vs AEM
+328.1%
-283.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.6% | 0.0% |
| 7D | +3.2% | +13.9% | -10.6% | +1.8% |
| 30D | +7.4% | +0.8% | +6.7% | +7.1% |
| 3M | +4.6% | +5.8% | -1.2% | +3.7% |
| 6M | +27.5% | -1.0% | +28.4% | +26.9% |
| YTD | +20.9% | +13.1% | +7.8% | +19.7% |
| 1Y | +30.1% | +14.4% | +15.7% | +28.7% |
| All | +44.6% | +328.1% | -283.5% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling