+12,141.6%
VRTX vs AME
+18,677.6%
-6,536.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -1.1% |
| 7D | -0.4% | -1.5% | +1.1% | -0.1% |
| 30D | +8.0% | -4.2% | +12.2% | +9.4% |
| 3M | +11.0% | -5.9% | +17.0% | +13.0% |
| 6M | +28.2% | +2.8% | +25.3% | +25.1% |
| YTD | +21.5% | +16.6% | +4.9% | +11.8% |
| 1Y | +34.5% | +22.1% | +12.4% | +21.2% |
| 3Y | +49.5% | +64.7% | -15.2% | +15.2% |
| 5Y | +188.3% | +76.6% | +111.7% | +112.6% |
| 10Y | +493.1% | +443.9% | +49.2% | +151.7% |
| All | +12,141.6% | +18,677.6% | -6,536.0% | +1,448.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling