+46.6%
VRTX vs AMC
-58.9%
+105.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.6% |
| 7D | +3.2% | +5.5% | -2.3% | +3.1% |
| 30D | +7.4% | +16.1% | -8.7% | +7.2% |
| 3M | +4.6% | +43.0% | -38.4% | +4.0% |
| 6M | +27.5% | +130.7% | -103.2% | +25.2% |
| YTD | +20.9% | +121.8% | -100.9% | +18.6% |
| 1Y | +30.1% | +40.7% | -10.6% | +28.7% |
| 3Y | +46.6% | -56.8% | +103.4% | +49.5% |
| All | +46.6% | -58.9% | +105.5% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 3y: compounded portfolio wealth divided by compounded AMC 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…
3y analysis · Full analysis span regression · 6 months rolling