+83.0%
MMM vs VRTX
+519.5%
-436.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +5.8% | -0.4% | +6.2% | +5.9% |
| 30D | +17.9% | +8.0% | +9.9% | +16.0% |
| 3M | +3.6% | +11.0% | -7.5% | +1.2% |
| 6M | +32.9% | +28.2% | +4.7% | +25.9% |
| YTD | +19.5% | +21.5% | -2.0% | +14.2% |
| 1Y | +16.5% | +34.5% | -18.0% | +9.0% |
| 3Y | +167.2% | +49.5% | +117.7% | +140.0% |
| 5Y | +48.2% | +188.3% | -140.1% | +14.8% |
| 10Y | +83.0% | +493.1% | -410.1% | +36.0% |
| All | +83.0% | +519.5% | -436.5% | +36.0% |
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