+7,004.6%
MCK vs VRTX
+8,074.4%
-1,069.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | -3.6% | -6.4% | +2.8% | -2.8% |
| 30D | +1.4% | -0.5% | +2.0% | +1.5% |
| 3M | +13.8% | +16.9% | -3.1% | +11.7% |
| 6M | -5.2% | +13.1% | -18.2% | -6.7% |
| YTD | +9.0% | +14.9% | -5.9% | +6.9% |
| 1Y | +26.9% | +31.4% | -4.6% | +22.2% |
| 3Y | +114.7% | +51.9% | +62.8% | +101.2% |
| 5Y | +347.1% | +177.1% | +170.1% | +288.0% |
| 10Y | +446.4% | +456.3% | -9.9% | +333.9% |
| All | +7,004.6% | +8,074.4% | -1,069.8% | +3,830.4% |
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