+176.4%
VRTX vs AEM
+297.7%
-121.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.7% | -3.0% |
| 7D | -3.4% | +4.3% | -7.8% | -3.9% |
| 30D | +6.6% | +13.1% | -6.5% | +5.2% |
| 3M | +19.4% | +24.8% | -5.4% | +16.5% |
| 6M | +15.8% | -8.2% | +24.1% | +16.2% |
| YTD | +16.7% | +19.8% | -3.2% | +14.3% |
| 1Y | +33.8% | +32.1% | +1.7% | +29.6% |
| 3Y | +54.2% | +348.2% | -294.0% | +28.5% |
| 5Y | +176.4% | +297.5% | -121.1% | +135.8% |
| All | +176.4% | +297.7% | -121.3% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling