+97.5%
MO vs VRTX
+175.1%
-77.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | -2.4% | -6.4% | +4.0% | -1.9% |
| 30D | +3.6% | -0.5% | +4.1% | +3.6% |
| 3M | -3.7% | +16.9% | -20.6% | -5.1% |
| 6M | +4.5% | +13.1% | -8.6% | +3.2% |
| YTD | +21.5% | +14.9% | +6.6% | +19.6% |
| 1Y | +9.5% | +31.4% | -21.9% | +6.2% |
| 3Y | +93.6% | +51.9% | +41.7% | +79.8% |
| 5Y | +97.5% | +177.1% | -79.6% | +67.5% |
| All | +97.5% | +175.1% | -77.6% | +67.5% |
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