+71.4%
MSFT vs VRTX
+175.7%
-104.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.5% |
| 7D | -1.4% | -3.4% | +2.0% | -0.7% |
| 30D | -1.0% | +6.6% | -7.6% | -2.4% |
| 3M | +20.2% | +19.4% | +0.8% | +15.7% |
| 6M | +21.3% | +15.8% | +5.5% | +17.2% |
| YTD | +2.8% | +16.7% | -13.9% | -1.1% |
| 1Y | 0.0% | +33.8% | -33.9% | -7.1% |
| 3Y | +51.2% | +54.2% | -2.9% | +28.6% |
| 5Y | +71.4% | +176.4% | -104.9% | +23.8% |
| All | +71.4% | +175.7% | -104.3% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling