+12,075.3%
VRTX vs AEM
+5,423.4%
+6,651.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.6% | -0.3% |
| 7D | +3.2% | +13.9% | -10.6% | +2.5% |
| 30D | +7.4% | +0.8% | +6.7% | +7.3% |
| 3M | +4.6% | +5.8% | -1.2% | +4.1% |
| 6M | +27.5% | -1.0% | +28.4% | +27.2% |
| YTD | +20.9% | +13.1% | +7.8% | +19.7% |
| 1Y | +30.1% | +14.4% | +15.7% | +28.7% |
| 3Y | +46.6% | +325.7% | -279.1% | +35.6% |
| 5Y | +191.6% | +273.7% | -82.2% | +169.8% |
| 10Y | +474.5% | +390.1% | +84.4% | +421.2% |
| All | +12,075.3% | +5,423.4% | +6,651.9% | +11,797.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling