-0.8%
MSFT vs VRTX
+37.4%
-38.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -2.0% |
| 7D | -2.7% | +0.8% | -3.5% | -2.7% |
| 30D | +2.7% | +12.6% | -9.9% | +2.5% |
| 3M | +17.0% | +23.6% | -6.7% | +16.6% |
| 6M | +23.8% | +14.3% | +9.5% | +23.7% |
| YTD | +4.0% | +20.5% | -16.5% | +3.8% |
| 1Y | -0.8% | +37.6% | -38.4% | -0.9% |
| All | -0.8% | +37.4% | -38.2% | -0.9% |
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