+557.4%
VRTX vs AMBA
-0.9%
+558.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.3% | +0.2% |
| 7D | -2.1% | -7.2% | +5.1% | -1.4% |
| 30D | +8.2% | -10.4% | +18.6% | +9.2% |
| 3M | +13.0% | -30.1% | +43.2% | +16.6% |
| 6M | +27.9% | -22.4% | +50.4% | +28.1% |
| YTD | +20.7% | -17.3% | +38.0% | +19.1% |
| 1Y | +31.4% | -35.4% | +66.8% | +32.9% |
| 3Y | +41.8% | +18.6% | +23.2% | +27.9% |
| 5Y | +183.7% | -69.8% | +253.5% | +189.9% |
| All | +557.4% | -0.9% | +558.3% | +379.6% |
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