+65,718.4%
MSFT vs VRTX
+11,973.9%
+53,744.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.1% | +2.7% |
| 7D | +7.5% | -0.4% | +7.9% | +7.6% |
| 30D | +1.9% | +8.0% | -6.1% | +0.8% |
| 3M | +9.2% | +11.0% | -1.8% | +7.6% |
| 6M | +31.9% | +28.2% | +3.7% | +27.1% |
| YTD | +13.4% | +21.5% | -8.1% | +9.9% |
| 1Y | +10.6% | +34.5% | -23.9% | +5.6% |
| 3Y | +54.7% | +49.5% | +5.2% | +43.9% |
| 5Y | +69.1% | +188.3% | -119.2% | +43.5% |
| 10Y | +920.4% | +493.1% | +427.3% | +687.5% |
| All | +65,718.4% | +11,973.9% | +53,744.6% | +31,883.4% |
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 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