+29.4%
MMM vs VRTX
+178.3%
-148.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.6% |
| 7D | -3.3% | +0.8% | -4.1% | -3.5% |
| 30D | -7.0% | +12.6% | -19.7% | -9.3% |
| 3M | +10.8% | +23.6% | -12.8% | +6.1% |
| 6M | +5.8% | +14.3% | -8.5% | +2.7% |
| YTD | +6.8% | +20.5% | -13.7% | +2.5% |
| 1Y | +10.4% | +37.6% | -27.2% | +3.2% |
| 3Y | +104.7% | +55.5% | +49.1% | +83.2% |
| All | +29.4% | +178.3% | -148.9% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling