+470.4%
VRTX vs AME
+444.5%
+26.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.9% |
| 7D | -1.6% | +5.9% | -7.4% | -3.8% |
| 30D | +8.0% | -1.9% | +10.0% | +8.3% |
| 3M | +4.3% | -5.4% | +9.7% | +5.8% |
| 6M | +18.9% | +4.9% | +14.0% | +15.2% |
| YTD | +18.8% | +18.5% | +0.3% | +9.0% |
| 1Y | +24.0% | +25.5% | -1.5% | +11.0% |
| 3Y | +42.1% | +63.0% | -20.9% | +10.8% |
| 5Y | +187.6% | +78.3% | +109.3% | +111.7% |
| All | +470.4% | +444.5% | +26.0% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling