+14.3%
VRTX vs AMDL
+341.0%
-326.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.2% | -11.3% | -2.0% |
| 7D | +0.8% | +4.5% | -3.7% | +0.9% |
| 30D | +12.6% | -4.4% | +17.0% | +12.6% |
| 3M | +23.6% | -30.5% | +54.1% | +23.1% |
| 6M | +14.3% | +300.9% | -286.6% | +3.5% |
| All | +14.3% | +341.0% | -326.8% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 6mo: compounded portfolio wealth divided by compounded AMDL 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…
6mo analysis · Full analysis span regression · 6 months rolling