+502.4%
MDLZ vs VRTX
+1,085.7%
-583.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | +1.7% | -2.1% | +3.8% | +1.9% |
| 30D | +11.2% | +8.2% | +3.0% | +10.3% |
| 3M | +6.1% | +13.0% | -6.9% | +4.8% |
| 6M | +8.6% | +27.9% | -19.4% | +5.9% |
| YTD | +25.8% | +20.7% | +5.2% | +23.2% |
| 1Y | +21.7% | +31.4% | -9.8% | +18.1% |
| 3Y | +5.8% | +41.8% | -36.0% | +1.1% |
| 5Y | +21.4% | +183.7% | -162.3% | +8.1% |
| 10Y | +97.2% | +592.9% | -495.7% | +61.7% |
| All | +502.4% | +1,085.7% | -583.3% | +321.7% |
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