+52.3%
MSFT vs VRTX
+44.2%
+8.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | +1.7% | -2.1% | +3.8% | +1.8% |
| 30D | +0.2% | +8.2% | -8.0% | -0.6% |
| 3M | +6.4% | +13.0% | -6.7% | +5.1% |
| 6M | +28.7% | +27.9% | +0.8% | +25.6% |
| YTD | +10.4% | +20.7% | -10.3% | +8.2% |
| 1Y | +7.6% | +31.4% | -23.8% | +4.3% |
| 3Y | +52.3% | +41.8% | +10.5% | +48.4% |
| All | +52.3% | +44.2% | +8.1% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling