+553.1%
MA vs VRTX
+580.6%
-27.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | +2.3% | -2.1% | +4.4% | +2.9% |
| 30D | +14.7% | +8.2% | +6.5% | +12.1% |
| 3M | +13.5% | +13.0% | +0.5% | +9.3% |
| 6M | +33.1% | +27.9% | +5.2% | +23.6% |
| YTD | +15.1% | +20.7% | -5.6% | +8.0% |
| 1Y | +18.7% | +31.4% | -12.7% | +8.5% |
| 3Y | +72.1% | +41.8% | +30.3% | +48.3% |
| 5Y | +92.8% | +183.7% | -90.9% | +30.2% |
| All | +553.1% | +580.6% | -27.6% | +318.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 10y: compounded portfolio wealth divided by compounded VRTX 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…
10y analysis · Full analysis span regression · 6 months rolling