+4,475.7%
MDT vs VRTX
+11,793.0%
-7,317.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +8.6% | +11.8% | -3.2% | +7.4% |
| 3M | +12.2% | +3.2% | +9.0% | +11.8% |
| 6M | +33.7% | +21.0% | +12.7% | +31.1% |
| YTD | +7.8% | +19.7% | -11.9% | +5.7% |
| 1Y | +8.9% | +25.0% | -16.1% | +6.2% |
| 3Y | +57.6% | +45.2% | +12.4% | +50.3% |
| 5Y | -0.7% | +189.7% | -190.4% | -11.8% |
| 10Y | +60.3% | +489.8% | -429.5% | +31.7% |
| All | +4,475.7% | +11,793.0% | -7,317.4% | +2,215.3% |
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