+178.1%
MCD vs VRTX
+470.1%
-292.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.1% |
| 7D | -2.8% | +0.8% | -3.6% | -3.0% |
| 30D | -6.0% | +12.6% | -18.7% | -8.1% |
| 3M | -5.6% | +23.6% | -29.2% | -9.2% |
| 6M | -21.9% | +14.3% | -36.1% | -23.9% |
| YTD | -14.7% | +20.5% | -35.2% | -17.8% |
| 1Y | -17.3% | +37.6% | -54.8% | -22.3% |
| 3Y | -2.2% | +55.5% | -57.7% | -11.7% |
| 5Y | +20.3% | +175.7% | -155.5% | -3.1% |
| All | +178.1% | +470.1% | -292.0% | +118.7% |
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 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