+2,827.6%
VRTX vs AMT
+1,431.6%
+1,396.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.6% |
| 7D | -2.1% | +0.5% | -2.6% | -2.3% |
| 30D | +8.2% | +13.6% | -5.4% | +4.3% |
| 3M | +13.0% | +11.5% | +1.6% | +9.3% |
| 6M | +27.9% | +6.9% | +21.0% | +24.6% |
| YTD | +20.7% | +10.8% | +9.8% | +16.0% |
| 1Y | +31.4% | +10.3% | +21.1% | +26.4% |
| 3Y | +41.8% | +12.4% | +29.4% | +33.8% |
| 5Y | +183.7% | -20.1% | +203.8% | +189.3% |
| 10Y | +592.9% | +116.8% | +476.0% | +427.2% |
| All | +2,827.6% | +1,431.6% | +1,396.0% | +1,355.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling