+542.0%
MS vs VRTX
+483.3%
+58.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +5.1% | -1.6% | +6.6% | +5.5% |
| 30D | +5.7% | +8.0% | -2.4% | +3.6% |
| 3M | -12.2% | +4.3% | -16.5% | -13.3% |
| 6M | -0.5% | +18.9% | -19.4% | -5.2% |
| YTD | +9.8% | +18.8% | -9.0% | +4.1% |
| 1Y | +17.7% | +24.0% | -6.2% | +10.3% |
| 3Y | +176.8% | +42.1% | +134.7% | +142.9% |
| 5Y | +123.7% | +187.6% | -63.9% | +57.4% |
| All | +542.0% | +483.3% | +58.6% | +311.2% |
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