+176.4%
VRTX vs AME
+85.0%
+91.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -3.4% | +2.8% | -6.2% | -4.3% |
| 30D | +6.6% | -6.3% | +12.9% | +8.7% |
| 3M | +19.4% | +5.4% | +14.0% | +17.0% |
| 6M | +15.8% | +7.4% | +8.4% | +12.6% |
| YTD | +16.7% | +16.2% | +0.5% | +10.5% |
| 1Y | +33.8% | +26.8% | +7.0% | +23.1% |
| 3Y | +54.2% | +57.5% | -3.3% | +28.7% |
| 5Y | +176.4% | +84.8% | +91.5% | +109.2% |
| All | +176.4% | +85.0% | +91.3% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling