+188.2%
VRTX vs AMCR
-9.1%
+197.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | -2.4% | +0.8% | -0.8% |
| 30D | +8.0% | +3.6% | +4.4% | +6.8% |
| 3M | +4.3% | -4.2% | +8.5% | +5.7% |
| 6M | +18.9% | +15.5% | +3.4% | +13.3% |
| YTD | +18.8% | +9.7% | +9.1% | +14.3% |
| 1Y | +24.0% | +8.3% | +15.6% | +19.8% |
| 3Y | +42.1% | +15.4% | +26.8% | +32.7% |
| All | +188.2% | -9.1% | +197.4% | +196.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling