-2.1%
MA vs VRTX
+33.8%
-35.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.7% | -0.9% |
| 7D | -1.8% | -3.4% | +1.7% | -1.1% |
| 30D | +1.4% | +6.6% | -5.2% | +0.2% |
| 3M | +17.7% | +19.4% | -1.7% | +14.2% |
| 6M | +9.7% | +15.8% | -6.1% | +6.7% |
| YTD | +0.5% | +16.7% | -16.2% | -3.1% |
| 1Y | -2.1% | +33.8% | -35.9% | -9.4% |
| All | -2.1% | +33.8% | -35.9% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling