+184.6%
VRTX vs AMT
-20.2%
+204.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.4% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | +8.2% | +13.6% | -5.4% | +5.1% |
| 3M | +13.0% | +11.5% | +1.6% | +10.1% |
| 6M | +27.9% | +6.9% | +21.0% | +25.4% |
| YTD | +20.7% | +10.8% | +9.8% | +17.0% |
| 1Y | +31.4% | +10.3% | +21.1% | +27.5% |
| 3Y | +41.8% | +12.4% | +29.4% | +35.0% |
| All | +184.6% | -20.2% | +204.8% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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