+6,748.4%
MCD vs VRTX
+11,790.4%
-5,042.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +8.0% | +0.5% | +7.6% | +8.0% |
| 30D | +19.6% | +8.0% | +11.6% | +19.0% |
| 3M | +2.2% | +11.9% | -9.7% | +1.4% |
| 6M | -1.1% | +27.8% | -29.0% | -2.7% |
| YTD | -7.2% | +19.7% | -26.9% | -8.4% |
| 1Y | -6.7% | +30.1% | -36.8% | -8.3% |
| 3Y | +11.6% | +44.2% | -32.6% | +8.5% |
| 5Y | +22.6% | +181.3% | -158.7% | +14.4% |
| 10Y | +218.4% | +587.1% | -368.7% | +181.8% |
| All | +6,748.4% | +11,790.4% | -5,042.0% | +4,851.5% |
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