-7.8%
MP vs VRTX
+180.0%
-187.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.9% | -5.8% |
| 7D | -19.0% | +0.5% | -19.4% | -19.1% |
| 30D | -30.5% | +8.0% | -38.5% | -31.5% |
| 3M | -29.6% | +11.9% | -41.5% | -31.0% |
| 6M | -50.4% | +27.8% | -78.3% | -52.7% |
| YTD | -33.2% | +19.7% | -52.9% | -35.7% |
| 1Y | -38.6% | +30.1% | -68.7% | -42.0% |
| 3Y | +105.5% | +44.2% | +61.3% | +79.5% |
| 5Y | -7.8% | +181.3% | -189.1% | -37.7% |
| All | -7.8% | +180.0% | -187.8% | -37.7% |
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