+10.8%
MMM vs VRTX
+33.8%
-23.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.5% | +0.1% |
| 7D | -1.6% | -3.4% | +1.8% | -0.8% |
| 30D | -8.0% | +6.6% | -14.6% | -9.6% |
| 3M | +9.4% | +19.4% | -10.0% | +4.1% |
| 6M | +10.2% | +15.8% | -5.6% | +5.7% |
| YTD | +6.1% | +16.7% | -10.6% | +1.3% |
| 1Y | +10.8% | +33.8% | -23.0% | +0.7% |
| All | +10.8% | +33.8% | -23.0% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling