-19.5%
MDT vs VRTX
+175.1%
-194.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.3% |
| 7D | -0.3% | -6.4% | +6.1% | +0.9% |
| 30D | +2.8% | -0.5% | +3.3% | +2.8% |
| 3M | +13.1% | +16.9% | -3.8% | +10.0% |
| 6M | +2.3% | +13.1% | -10.7% | -0.1% |
| YTD | -2.7% | +14.9% | -17.6% | -5.4% |
| 1Y | +0.9% | +31.4% | -30.6% | -4.3% |
| 3Y | +26.8% | +51.9% | -25.1% | +13.2% |
| 5Y | -19.5% | +177.1% | -196.5% | -33.9% |
| All | -19.5% | +175.1% | -194.6% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling