+6.6%
MDLZ vs VRTX
+44.3%
-37.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | +2.3% | -1.6% | +3.9% | +2.4% |
| 30D | +7.9% | +8.0% | -0.1% | +7.4% |
| 3M | +7.3% | +4.3% | +3.0% | +6.9% |
| 6M | +11.7% | +18.9% | -7.2% | +10.4% |
| YTD | +28.7% | +18.8% | +9.9% | +27.1% |
| 1Y | +22.8% | +24.0% | -1.2% | +20.7% |
| 3Y | +6.6% | +42.1% | -35.6% | +2.8% |
| All | +6.6% | +44.3% | -37.7% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling