+498.8%
MAR vs VRTX
+483.3%
+15.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | +1.6% | -1.6% | +3.2% | +1.9% |
| 30D | +13.8% | +8.0% | +5.8% | +12.1% |
| 3M | +20.3% | +4.3% | +16.0% | +19.1% |
| 6M | +21.3% | +18.9% | +2.4% | +17.0% |
| YTD | +37.2% | +18.8% | +18.4% | +31.8% |
| 1Y | +48.4% | +24.0% | +24.5% | +41.4% |
| 3Y | +120.1% | +42.1% | +78.0% | +100.2% |
| 5Y | +182.1% | +187.6% | -5.5% | +120.8% |
| All | +498.8% | +483.3% | +15.5% | +335.3% |
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