+41,921.5%
MCHP vs VRTX
+12,721.8%
+29,199.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.4% |
| 7D | +2.8% | -3.4% | +6.2% | +3.5% |
| 30D | -12.8% | +6.6% | -19.5% | -14.1% |
| 3M | -19.2% | +19.4% | -38.6% | -22.3% |
| 6M | +14.5% | +15.8% | -1.3% | +10.6% |
| YTD | +17.1% | +16.7% | +0.5% | +12.8% |
| 1Y | +15.3% | +33.8% | -18.5% | +8.1% |
| 3Y | +0.5% | +54.2% | -53.7% | -9.6% |
| 5Y | +6.1% | +176.4% | -170.3% | -15.3% |
| 10Y | +192.2% | +443.5% | -251.3% | +101.6% |
| All | +41,921.5% | +12,721.8% | +29,199.6% | +10,986.7% |
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 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