+154.7%
MO vs VRTX
+190.2%
-35.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +8.9% | +11.8% | -2.9% | +7.9% |
| 3M | +23.0% | +3.2% | +19.8% | +22.6% |
| 6M | +15.0% | +21.0% | -6.1% | +12.9% |
| YTD | +41.7% | +19.7% | +22.0% | +39.0% |
| 1Y | +43.3% | +25.0% | +18.3% | +39.9% |
| 3Y | +143.2% | +45.2% | +97.9% | +128.4% |
| 5Y | +154.7% | +189.7% | -35.0% | +116.1% |
| All | +154.7% | +190.2% | -35.4% | +116.1% |
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