+32.4%
VRTX vs AMCR
+11.5%
+20.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -7.8% | -5.0% | -2.8% | -6.4% |
| 30D | -2.8% | -8.0% | +5.1% | -0.6% |
| 3M | +18.1% | +14.3% | +3.8% | +14.6% |
| 6M | +3.1% | +5.3% | -2.2% | +1.8% |
| YTD | +13.5% | +7.7% | +5.8% | +12.8% |
| 1Y | +32.4% | +10.8% | +21.6% | +32.8% |
| All | +32.4% | +11.5% | +20.9% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling