+761.7%
VRTX vs AMCR
+100.2%
+661.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +0.8% | -1.9% | +2.7% | +1.2% |
| 30D | +12.6% | -4.1% | +16.7% | +13.6% |
| 3M | +23.6% | +21.7% | +2.0% | +18.7% |
| 6M | +14.3% | +1.5% | +12.8% | +13.5% |
| YTD | +20.5% | +13.1% | +7.3% | +16.9% |
| 1Y | +37.6% | +13.0% | +24.6% | +33.4% |
| 3Y | +55.5% | +6.9% | +48.6% | +51.7% |
| 5Y | +175.7% | -10.5% | +186.2% | +176.7% |
| 10Y | +474.2% | +20.9% | +453.3% | +428.1% |
| All | +761.7% | +100.2% | +661.4% | +685.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling