+474.5%
VRTX vs AME
+438.4%
+36.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +3.2% | -4.1% | +7.4% | +4.7% |
| 30D | +7.4% | -4.1% | +11.5% | +8.6% |
| 3M | +4.6% | -5.6% | +10.2% | +6.2% |
| 6M | +27.5% | +2.8% | +24.6% | +24.5% |
| YTD | +20.9% | +16.6% | +4.2% | +11.6% |
| 1Y | +30.1% | +21.1% | +9.0% | +18.2% |
| 3Y | +46.6% | +61.1% | -14.5% | +14.8% |
| 5Y | +191.6% | +76.6% | +115.0% | +115.2% |
| 10Y | +474.5% | +431.3% | +43.2% | +170.3% |
| All | +474.5% | +438.4% | +36.2% | +170.3% |
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