+10,632.1%
MO vs VRTX
+11,704.9%
-1,072.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.0% |
| 7D | +3.3% | -1.6% | +4.9% | +3.4% |
| 30D | +7.5% | +8.0% | -0.5% | +7.1% |
| 3M | +22.8% | +4.3% | +18.5% | +22.4% |
| 6M | +13.4% | +18.9% | -5.5% | +12.1% |
| YTD | +43.0% | +18.8% | +24.2% | +41.3% |
| 1Y | +45.2% | +24.0% | +21.3% | +43.1% |
| 3Y | +145.5% | +42.1% | +103.4% | +138.8% |
| 5Y | +157.1% | +187.6% | -30.5% | +139.5% |
| 10Y | +153.3% | +485.4% | -332.1% | +125.1% |
| All | +10,632.1% | +11,704.9% | -1,072.8% | +6,822.8% |
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