+6,288.2%
MS vs VRTX
+14,463.2%
-8,175.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | +1.4% | +0.8% | +0.6% | +1.2% |
| 30D | -0.3% | +12.6% | -12.9% | -2.8% |
| 3M | +0.3% | +23.6% | -23.3% | -4.2% |
| 6M | +31.3% | +14.3% | +17.1% | +27.3% |
| YTD | +24.7% | +20.5% | +4.2% | +19.2% |
| 1Y | +47.9% | +37.6% | +10.3% | +37.3% |
| 3Y | +178.3% | +55.5% | +122.8% | +147.3% |
| 5Y | +144.9% | +175.7% | -30.9% | +91.0% |
| 10Y | +804.5% | +474.2% | +330.3% | +485.5% |
| All | +6,288.2% | +14,463.2% | -8,175.0% | +2,026.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling