+181.3%
MS vs VRTX
+54.9%
+126.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +1.4% | +0.8% | +0.6% | +1.3% |
| 30D | -0.3% | +12.6% | -12.9% | -1.9% |
| 3M | +0.3% | +23.6% | -23.3% | -2.8% |
| 6M | +31.3% | +14.3% | +17.1% | +28.5% |
| YTD | +24.7% | +20.5% | +4.2% | +20.9% |
| 1Y | +47.9% | +37.6% | +10.3% | +40.5% |
| All | +181.3% | +54.9% | +126.5% | +151.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling