+6,197.9%
MCD vs VRTX
+11,869.8%
-5,671.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.4% |
| 7D | -2.8% | +0.8% | -3.6% | -2.9% |
| 30D | -6.0% | +12.6% | -18.7% | -6.7% |
| 3M | -5.6% | +23.6% | -29.2% | -6.8% |
| 6M | -21.9% | +14.3% | -36.1% | -22.6% |
| YTD | -14.7% | +20.5% | -35.2% | -15.8% |
| 1Y | -17.3% | +37.6% | -54.8% | -19.0% |
| 3Y | -2.2% | +55.5% | -57.7% | -5.3% |
| 5Y | +20.3% | +175.7% | -155.5% | +12.3% |
| 10Y | +180.7% | +474.2% | -293.5% | +150.4% |
| All | +6,197.9% | +11,869.8% | -5,671.9% | +4,452.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling