+184.1%
VRTX vs AMT
-31.6%
+215.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.1% | -1.9% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | +12.6% | +4.6% | +8.0% | +11.4% |
| 3M | +23.6% | -8.4% | +32.1% | +25.9% |
| 6M | +14.3% | -6.0% | +20.3% | +15.5% |
| YTD | +20.5% | +2.1% | +18.3% | +19.1% |
| 1Y | +37.6% | -6.4% | +44.0% | +38.8% |
| 3Y | +55.5% | +8.1% | +47.5% | +49.1% |
| All | +184.1% | -31.6% | +215.7% | +195.8% |
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