+922.9%
MSFT vs VRTX
+482.4%
+440.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | +2.3% | +3.2% | -0.9% | +1.4% |
| 30D | -0.4% | +7.4% | -7.8% | -2.7% |
| 3M | +5.6% | +4.6% | +1.0% | +3.8% |
| 6M | +29.0% | +27.5% | +1.5% | +18.7% |
| YTD | +10.9% | +20.9% | -9.9% | +3.1% |
| 1Y | +6.2% | +30.1% | -23.8% | -3.9% |
| 3Y | +47.6% | +46.6% | +1.0% | +22.8% |
| 5Y | +67.9% | +191.6% | -123.6% | +5.8% |
| 10Y | +922.9% | +474.5% | +448.3% | +502.2% |
| All | +922.9% | +482.4% | +440.4% | +502.2% |
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 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