+10.5%
MCD vs VRTX
+44.2%
-33.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.7% |
| 7D | +7.1% | -2.1% | +9.2% | +7.4% |
| 30D | +19.8% | +8.2% | +11.6% | +18.4% |
| 3M | +0.8% | +13.0% | -12.2% | -1.1% |
| 6M | -1.3% | +27.9% | -29.2% | -4.8% |
| YTD | -7.8% | +20.7% | -28.4% | -10.5% |
| 1Y | -5.0% | +31.4% | -36.4% | -8.8% |
| 3Y | +10.5% | +41.8% | -31.3% | +4.2% |
| All | +10.5% | +44.2% | -33.7% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling