+858.1%
VRTX vs AMBA
+837.3%
+20.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | +0.8% | -11.0% | +11.8% | +2.3% |
| 30D | +12.6% | -23.2% | +35.8% | +16.4% |
| 3M | +23.6% | -12.7% | +36.3% | +23.4% |
| 6M | +14.3% | +11.2% | +3.1% | +9.0% |
| YTD | +20.5% | -11.2% | +31.7% | +18.0% |
| 1Y | +37.6% | -22.5% | +60.1% | +36.0% |
| 3Y | +55.5% | -1.3% | +56.9% | +41.6% |
| 5Y | +175.7% | -54.2% | +229.9% | +163.0% |
| 10Y | +474.2% | -6.1% | +480.3% | +320.2% |
| All | +858.1% | +837.3% | +20.8% | +267.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling