+697.2%
VRTX vs AMC
-97.7%
+794.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.8% |
| 7D | -2.1% | +2.6% | -4.7% | -2.2% |
| 30D | +8.2% | +9.0% | -0.8% | +8.1% |
| 3M | +13.0% | +22.2% | -9.2% | +12.7% |
| 6M | +27.9% | +91.5% | -63.5% | +26.5% |
| YTD | +20.7% | +101.3% | -80.6% | +19.1% |
| 1Y | +31.4% | +20.8% | +10.7% | +30.6% |
| 3Y | +41.8% | -71.3% | +113.1% | +42.2% |
| 5Y | +183.7% | -99.2% | +282.9% | +190.6% |
| 10Y | +592.9% | -98.7% | +691.6% | +669.7% |
| All | +697.2% | -97.7% | +794.9% | +613.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling