+17.1%
MS vs VRTX
+29.2%
-12.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -1.7% | -0.4% | -1.4% | -1.7% |
| 30D | +0.9% | +7.9% | -7.0% | -0.1% |
| 3M | -10.8% | +3.3% | -14.1% | -11.2% |
| 6M | +0.9% | +25.7% | -24.8% | -2.5% |
| YTD | +9.8% | +20.7% | -10.9% | +6.2% |
| 1Y | +17.1% | +27.4% | -10.4% | +12.0% |
| All | +17.1% | +29.2% | -12.2% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling