+189.7%
VRTX vs AMT
-18.7%
+208.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | 0.0% | -2.2% | +2.2% | +0.5% |
| 30D | +11.8% | +5.8% | +6.1% | +10.4% |
| 3M | +3.2% | +12.6% | -9.4% | +0.3% |
| 6M | +21.0% | +8.3% | +12.7% | +18.3% |
| YTD | +19.7% | +11.4% | +8.3% | +15.9% |
| 1Y | +25.0% | +7.7% | +17.2% | +22.0% |
| 3Y | +45.2% | +14.8% | +30.4% | +37.5% |
| 5Y | +189.7% | -18.0% | +207.7% | +196.5% |
| All | +189.7% | -18.7% | +208.4% | +196.5% |
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