+2,702.4%
MMM vs VRTX
+11,891.0%
-9,188.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | +6.2% | -2.1% | +8.3% | +6.4% |
| 30D | +14.2% | +8.2% | +6.0% | +13.5% |
| 3M | +2.9% | +13.0% | -10.1% | +1.8% |
| 6M | +27.6% | +27.9% | -0.4% | +24.9% |
| YTD | +17.3% | +20.7% | -3.4% | +15.3% |
| 1Y | +15.1% | +31.4% | -16.3% | +12.3% |
| 3Y | +157.1% | +41.8% | +115.3% | +148.0% |
| 5Y | +45.1% | +183.7% | -138.6% | +32.1% |
| 10Y | +83.9% | +592.9% | -509.0% | +55.1% |
| All | +2,702.4% | +11,891.0% | -9,188.7% | +1,697.7% |
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 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