+12,036.0%
VRTX vs AME
+18,609.3%
-6,573.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.8% |
| 7D | +0.8% | +0.6% | +0.2% | +0.5% |
| 30D | +12.6% | -6.7% | +19.3% | +15.9% |
| 3M | +23.6% | +4.1% | +19.6% | +21.0% |
| 6M | +14.3% | +1.6% | +12.7% | +12.7% |
| YTD | +20.5% | +16.1% | +4.3% | +11.8% |
| 1Y | +37.6% | +27.3% | +10.3% | +22.3% |
| 3Y | +55.5% | +50.9% | +4.7% | +25.5% |
| 5Y | +175.7% | +81.4% | +94.4% | +102.0% |
| 10Y | +474.2% | +417.0% | +57.2% | +151.8% |
| All | +12,036.0% | +18,609.3% | -6,573.3% | +1,449.3% |
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 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