+913.4%
MSFT vs VRTX
+487.7%
+425.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -3.8% | +11.8% | -15.6% | -7.2% |
| 3M | +6.4% | +3.2% | +3.2% | +5.0% |
| 6M | +28.8% | +21.0% | +7.7% | +20.4% |
| YTD | +8.8% | +19.7% | -10.9% | +1.4% |
| 1Y | +3.2% | +25.0% | -21.8% | -5.5% |
| 3Y | +44.8% | +45.2% | -0.4% | +20.8% |
| 5Y | +61.8% | +189.7% | -127.9% | +1.9% |
| All | +913.4% | +487.7% | +425.7% | +502.6% |
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