-8.6%
MCD vs VRTX
+26.3%
-34.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +16.0% | +11.8% | +4.2% | +14.0% |
| 3M | 0.0% | +3.2% | -3.3% | -0.7% |
| 6M | +0.9% | +21.0% | -20.1% | -2.2% |
| YTD | -8.7% | +19.7% | -28.4% | -12.0% |
| 1Y | -8.6% | +25.0% | -33.5% | -13.1% |
| All | -8.6% | +26.3% | -34.8% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling