+177.1%
VRTX vs AMCR
-10.2%
+187.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.3% | -0.6% |
| 7D | -6.4% | -6.3% | -0.1% | -4.4% |
| 30D | -0.5% | -7.1% | +6.6% | +1.8% |
| 3M | +16.9% | +12.7% | +4.2% | +12.5% |
| 6M | +13.1% | +5.2% | +7.9% | +10.8% |
| YTD | +14.9% | +8.1% | +6.9% | +11.3% |
| 1Y | +31.4% | +11.7% | +19.7% | +25.7% |
| 3Y | +51.9% | +9.9% | +42.0% | +44.2% |
| 5Y | +177.1% | -8.7% | +185.7% | +181.8% |
| All | +177.1% | -10.2% | +187.3% | +181.8% |
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 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