+13,824.2%
MA vs VRTX
+1,596.6%
+12,227.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | -2.7% | +0.8% | -3.5% | -2.9% |
| 30D | +1.5% | +12.6% | -11.1% | -1.0% |
| 3M | +20.4% | +23.6% | -3.2% | +15.1% |
| 6M | +11.1% | +14.3% | -3.1% | +7.8% |
| YTD | +2.0% | +20.5% | -18.5% | -2.4% |
| 1Y | -2.2% | +37.6% | -39.7% | -9.0% |
| 3Y | +41.9% | +55.5% | -13.7% | +26.2% |
| 5Y | +75.4% | +175.7% | -100.4% | +37.5% |
| 10Y | +527.5% | +474.2% | +53.4% | +321.5% |
| All | +13,824.2% | +1,596.6% | +12,227.6% | +5,828.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling