+539.2%
MAR vs VRTX
+480.2%
+59.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | +16.2% | +7.9% | +8.3% | +14.4% |
| 3M | +23.1% | +3.3% | +19.8% | +22.1% |
| 6M | +22.0% | +25.7% | -3.7% | +16.3% |
| YTD | +39.2% | +20.7% | +18.5% | +33.3% |
| 1Y | +48.3% | +27.4% | +20.8% | +40.4% |
| 3Y | +123.4% | +46.4% | +77.0% | +101.8% |
| 5Y | +185.4% | +194.3% | -8.9% | +122.0% |
| 10Y | +539.2% | +494.6% | +44.6% | +366.6% |
| All | +539.2% | +480.2% | +59.0% | +366.6% |
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