+12,057.6%
VRTX vs AME
+17,923.3%
-5,865.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.3% |
| 7D | -2.1% | -5.2% | +3.1% | -0.1% |
| 30D | +8.2% | -8.0% | +16.2% | +11.6% |
| 3M | +13.0% | -8.9% | +21.9% | +16.7% |
| 6M | +27.9% | -5.0% | +32.9% | +29.3% |
| YTD | +20.7% | +11.9% | +8.8% | +13.0% |
| 1Y | +31.4% | +16.6% | +14.8% | +20.8% |
| 3Y | +41.8% | +62.5% | -20.7% | +9.9% |
| 5Y | +183.7% | +67.6% | +116.1% | +114.1% |
| 10Y | +592.9% | +450.4% | +142.5% | +192.9% |
| All | +12,057.6% | +17,923.3% | -5,865.7% | +1,466.3% |
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