+480,646.0%
MNST vs VRTX
+11,869.8%
+468,776.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | -6.5% | +0.8% | -7.3% | -6.5% |
| 30D | -7.2% | +12.6% | -19.9% | -8.0% |
| 3M | -1.0% | +23.6% | -24.6% | -2.5% |
| 6M | +11.5% | +14.3% | -2.8% | +10.3% |
| YTD | +14.3% | +20.5% | -6.2% | +12.7% |
| 1Y | +38.1% | +37.6% | +0.5% | +34.8% |
| 3Y | +55.0% | +55.5% | -0.6% | +49.2% |
| 5Y | +79.6% | +175.7% | -96.1% | +66.1% |
| 10Y | +241.8% | +474.2% | -232.4% | +201.6% |
| All | +480,646.0% | +11,869.8% | +468,776.3% | +433,016.9% |
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 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