+79.0%
MDLZ vs VRTX
+452.7%
-373.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.7% | +1.1% |
| 7D | 0.0% | -3.4% | +3.5% | +0.6% |
| 30D | -1.6% | +6.6% | -8.2% | -2.8% |
| 3M | +0.9% | +19.4% | -18.5% | -2.4% |
| 6M | +7.3% | +15.8% | -8.5% | +4.1% |
| YTD | +16.4% | +16.7% | -0.2% | +12.6% |
| 1Y | +3.0% | +33.8% | -30.9% | -3.1% |
| 3Y | -3.7% | +54.2% | -57.9% | -13.9% |
| 5Y | +15.6% | +176.4% | -160.8% | -9.2% |
| 10Y | +79.0% | +443.5% | -364.5% | +44.7% |
| All | +79.0% | +452.7% | -373.8% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling