+12,036.0%
VRTX vs AEM
+5,837.2%
+6,198.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -2.1% |
| 7D | +0.8% | -0.5% | +1.3% | +0.8% |
| 30D | +12.6% | +24.0% | -11.4% | +11.4% |
| 3M | +23.6% | +16.1% | +7.5% | +22.6% |
| 6M | +14.3% | -11.6% | +25.9% | +14.7% |
| YTD | +20.5% | +21.5% | -1.1% | +19.0% |
| 1Y | +37.6% | +39.2% | -1.6% | +34.9% |
| 3Y | +55.5% | +347.4% | -291.9% | +43.6% |
| 5Y | +175.7% | +290.1% | -114.4% | +154.8% |
| 10Y | +474.2% | +357.8% | +116.4% | +421.8% |
| All | +12,036.0% | +5,837.2% | +6,198.8% | +11,729.0% |
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