+494.6%
VRTX vs AMBA
+7.9%
+486.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.5% |
| 7D | -0.4% | +2.6% | -2.9% | -0.7% |
| 30D | +7.9% | -3.6% | +11.5% | +8.1% |
| 3M | +3.3% | -24.6% | +27.9% | +5.8% |
| 6M | +25.7% | -21.6% | +47.3% | +25.9% |
| YTD | +20.7% | -11.8% | +32.4% | +18.3% |
| 1Y | +27.4% | -33.2% | +60.6% | +28.5% |
| 3Y | +46.4% | +24.5% | +21.9% | +31.5% |
| 5Y | +194.3% | -67.7% | +262.0% | +198.9% |
| 10Y | +494.6% | +4.7% | +489.9% | +330.8% |
| All | +494.6% | +7.9% | +486.7% | +330.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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