+54.7%
MMM vs VRTX
+441.1%
-386.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | -2.6% | -6.4% | +3.8% | -1.3% |
| 30D | -9.3% | -0.5% | -8.8% | -9.3% |
| 3M | +5.6% | +16.9% | -11.3% | +2.1% |
| 6M | +9.5% | +13.1% | -3.6% | +6.4% |
| YTD | +4.1% | +14.9% | -10.8% | +0.8% |
| 1Y | +9.4% | +31.4% | -22.1% | +3.0% |
| 3Y | +101.0% | +51.9% | +49.1% | +80.4% |
| 5Y | +26.1% | +177.1% | -150.9% | -0.9% |
| 10Y | +54.7% | +456.3% | -401.5% | +17.4% |
| All | +54.7% | +441.1% | -386.3% | +17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling