+27.5%
MDT vs VRTX
+53.6%
-26.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.4% |
| 7D | +0.4% | -3.4% | +3.8% | +0.9% |
| 30D | +6.0% | +6.6% | -0.6% | +5.0% |
| 3M | +15.5% | +19.4% | -3.9% | +12.8% |
| 6M | +3.4% | +15.8% | -12.4% | +1.2% |
| YTD | -2.2% | +16.7% | -18.8% | -4.4% |
| 1Y | +2.6% | +33.8% | -31.2% | -1.4% |
| 3Y | +27.5% | +54.2% | -26.7% | +15.4% |
| All | +27.5% | +53.6% | -26.1% | +15.4% |
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 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