+58.8%
VRTX vs AME
+54.4%
+4.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.5% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | +12.6% | -6.7% | +19.3% | +14.4% |
| 3M | +23.6% | +4.1% | +19.6% | +22.1% |
| 6M | +14.3% | +1.6% | +12.7% | +13.3% |
| YTD | +20.5% | +16.1% | +4.3% | +15.7% |
| 1Y | +37.6% | +27.3% | +10.3% | +29.4% |
| All | +58.8% | +54.4% | +4.4% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling