+4,132.0%
MDT vs VRTX
+11,869.8%
-7,737.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.3% | +1.4% |
| 7D | +3.2% | +0.8% | +2.4% | +3.1% |
| 30D | +9.5% | +12.6% | -3.1% | +8.2% |
| 3M | +16.0% | +23.6% | -7.7% | +13.5% |
| 6M | +0.2% | +14.3% | -14.1% | -1.2% |
| YTD | -0.3% | +20.5% | -20.7% | -2.3% |
| 1Y | +4.7% | +37.6% | -32.9% | +1.2% |
| 3Y | +26.5% | +55.5% | -29.0% | +19.8% |
| 5Y | -18.2% | +175.7% | -193.9% | -27.0% |
| 10Y | +40.0% | +474.2% | -434.2% | +15.2% |
| All | +4,132.0% | +11,869.8% | -7,737.8% | +2,040.8% |
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