+92.3%
MA vs VRTX
+183.5%
-91.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | +2.3% | -2.1% | +4.4% | +2.8% |
| 30D | +14.7% | +8.2% | +6.5% | +12.6% |
| 3M | +13.5% | +13.0% | +0.5% | +10.3% |
| 6M | +33.1% | +27.9% | +5.2% | +25.7% |
| YTD | +15.1% | +20.7% | -5.6% | +9.6% |
| 1Y | +18.7% | +31.4% | -12.7% | +10.8% |
| 3Y | +72.1% | +41.8% | +30.3% | +51.2% |
| All | +92.3% | +183.5% | -91.2% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling