+88.5%
MA vs VRTX
+187.6%
-99.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.5% |
| 7D | +1.3% | -1.6% | +2.9% | +1.7% |
| 30D | +9.6% | +8.0% | +1.6% | +7.8% |
| 3M | +16.8% | +4.3% | +12.5% | +15.6% |
| 6M | +35.2% | +18.9% | +16.3% | +29.8% |
| YTD | +16.6% | +18.8% | -2.2% | +11.4% |
| 1Y | +19.8% | +24.0% | -4.2% | +13.2% |
| 3Y | +70.7% | +42.1% | +28.6% | +49.4% |
| All | +88.5% | +187.6% | -99.1% | +27.4% |
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 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