+60,227.7%
MSFT vs VRTX
+11,869.8%
+48,358.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | -2.7% | +0.8% | -3.5% | -2.8% |
| 30D | +2.7% | +12.6% | -9.9% | +1.0% |
| 3M | +17.0% | +23.6% | -6.7% | +13.5% |
| 6M | +23.8% | +14.3% | +9.5% | +21.2% |
| YTD | +4.0% | +20.5% | -16.5% | +1.0% |
| 1Y | -0.8% | +37.6% | -38.4% | -5.6% |
| 3Y | +55.6% | +55.5% | +0.1% | +44.1% |
| 5Y | +72.9% | +175.7% | -102.8% | +47.7% |
| 10Y | +875.8% | +474.2% | +401.6% | +655.1% |
| All | +60,227.7% | +11,869.8% | +48,358.0% | +29,273.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling