+553.7%
MS vs VRTX
+482.4%
+71.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.4% |
| 7D | +0.8% | +3.2% | -2.4% | 0.0% |
| 30D | -0.7% | +7.4% | -8.1% | -2.5% |
| 3M | -12.4% | +4.6% | -16.9% | -13.5% |
| 6M | -1.7% | +27.5% | -29.2% | -8.0% |
| YTD | +8.0% | +20.9% | -12.8% | +2.0% |
| 1Y | +16.2% | +30.1% | -13.9% | +7.6% |
| 3Y | +171.3% | +46.6% | +124.7% | +136.1% |
| 5Y | +124.8% | +191.6% | -66.8% | +57.8% |
| 10Y | +553.7% | +474.5% | +79.1% | +323.0% |
| All | +553.7% | +482.4% | +71.2% | +323.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling