+454.2%
MDLZ vs VRTX
+1,083.6%
-629.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | -1.7% | +0.8% | -2.5% | -1.8% |
| 30D | -2.1% | +12.6% | -14.8% | -3.3% |
| 3M | +1.3% | +23.6% | -22.3% | -0.8% |
| 6M | +6.2% | +14.3% | -8.1% | +4.6% |
| YTD | +15.8% | +20.5% | -4.7% | +13.4% |
| 1Y | +4.1% | +37.6% | -33.5% | +0.6% |
| 3Y | -4.1% | +55.5% | -59.6% | -9.2% |
| 5Y | +13.4% | +175.7% | -162.4% | +1.3% |
| 10Y | +75.7% | +474.2% | -398.5% | +46.2% |
| All | +454.2% | +1,083.6% | -629.4% | +288.1% |
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