+110.3%
MO vs VRTX
+450.9%
-340.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | -1.0% | -7.8% | +6.8% | -0.2% |
| 30D | +5.8% | -2.8% | +8.6% | +6.1% |
| 3M | -4.5% | +18.1% | -22.6% | -6.4% |
| 6M | +5.7% | +3.1% | +2.6% | +5.2% |
| YTD | +23.1% | +13.5% | +9.6% | +20.9% |
| 1Y | +10.9% | +32.4% | -21.5% | +6.8% |
| 3Y | +96.1% | +50.0% | +46.1% | +83.4% |
| 5Y | +100.1% | +172.9% | -72.8% | +72.2% |
| All | +110.3% | +450.9% | -340.6% | +87.6% |
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