+9,152.4%
MO vs VRTX
+11,869.8%
-2,717.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | +0.3% | +0.8% | -0.5% | +0.3% |
| 30D | +0.6% | +12.6% | -12.0% | -0.1% |
| 3M | -1.0% | +23.6% | -24.6% | -2.2% |
| 6M | +4.3% | +14.3% | -9.9% | +3.4% |
| YTD | +23.3% | +20.5% | +2.8% | +21.7% |
| 1Y | +10.5% | +37.6% | -27.1% | +8.2% |
| 3Y | +96.3% | +55.5% | +40.7% | +89.9% |
| 5Y | +98.9% | +175.7% | -76.9% | +85.7% |
| 10Y | +103.6% | +474.2% | -370.6% | +81.0% |
| All | +9,152.4% | +11,869.8% | -2,717.3% | +5,864.8% |
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