+119.9%
MS vs VRTX
+186.6%
-66.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.0% |
| 7D | +0.7% | -0.4% | +1.1% | +0.8% |
| 30D | -0.9% | +8.0% | -8.9% | -2.4% |
| 3M | -13.0% | +11.0% | -24.0% | -14.8% |
| 6M | -2.0% | +28.2% | -30.1% | -6.8% |
| YTD | +7.8% | +21.5% | -13.7% | +3.1% |
| 1Y | +17.9% | +34.5% | -16.7% | +10.4% |
| 3Y | +174.8% | +49.5% | +125.3% | +143.9% |
| 5Y | +119.9% | +188.3% | -68.4% | +64.0% |
| All | +119.9% | +186.6% | -66.7% | +64.0% |
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 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