+4.4%
MCHP vs VRTX
+175.1%
-170.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | +0.3% | -6.4% | +6.7% | +2.4% |
| 30D | -9.8% | -0.5% | -9.2% | -9.7% |
| 3M | -19.7% | +16.9% | -36.6% | -24.2% |
| 6M | +13.6% | +13.1% | +0.5% | +8.0% |
| YTD | +16.5% | +14.9% | +1.6% | +9.9% |
| 1Y | +15.7% | +31.4% | -15.7% | +4.3% |
| 3Y | 0.0% | +51.9% | -52.0% | -17.5% |
| 5Y | +4.4% | +177.1% | -172.6% | -36.7% |
| All | +4.4% | +175.1% | -170.7% | -36.7% |
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