+868.6%
MSFT vs VRTX
+452.7%
+415.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.2% |
| 7D | -1.4% | -3.4% | +2.0% | -0.4% |
| 30D | -1.0% | +6.6% | -7.6% | -3.1% |
| 3M | +20.2% | +19.4% | +0.8% | +13.4% |
| 6M | +21.3% | +15.8% | +5.5% | +15.1% |
| YTD | +2.8% | +16.7% | -13.9% | -3.0% |
| 1Y | 0.0% | +33.8% | -33.9% | -10.1% |
| 3Y | +51.2% | +54.2% | -2.9% | +24.2% |
| 5Y | +71.4% | +176.4% | -104.9% | +12.1% |
| 10Y | +868.6% | +443.5% | +425.1% | +513.6% |
| All | +868.6% | +452.7% | +415.9% | +513.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling