+456.3%
VRTX vs AME
+425.2%
+31.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.2% |
| 7D | -6.4% | +1.3% | -7.7% | -6.9% |
| 30D | -0.5% | -6.6% | +6.0% | +2.2% |
| 3M | +16.9% | +3.0% | +13.9% | +15.0% |
| 6M | +13.1% | +5.3% | +7.8% | +9.8% |
| YTD | +14.9% | +15.4% | -0.5% | +7.1% |
| 1Y | +31.4% | +26.8% | +4.6% | +17.3% |
| 3Y | +51.9% | +56.5% | -4.6% | +20.2% |
| 5Y | +177.1% | +85.2% | +91.8% | +98.5% |
| 10Y | +456.3% | +428.5% | +27.7% | +102.8% |
| All | +456.3% | +425.2% | +31.0% | +102.8% |
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