+23.4%
MCD vs VRTX
+191.0%
-167.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.5% | -2.6% |
| 7D | -1.9% | -0.4% | -1.6% | -1.9% |
| 30D | +16.6% | +7.9% | +8.7% | +15.1% |
| 3M | +0.9% | +3.3% | -2.3% | +0.3% |
| 6M | +1.5% | +25.7% | -24.2% | -2.6% |
| YTD | -8.3% | +20.7% | -29.0% | -11.7% |
| 1Y | -8.1% | +27.4% | -35.6% | -12.4% |
| 3Y | +10.3% | +46.4% | -36.1% | +0.5% |
| 5Y | +23.4% | +194.3% | -170.9% | -0.1% |
| All | +23.4% | +191.0% | -167.6% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling