+40.4%
MSTR vs VRTX
+187.6%
-147.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -13.4% | -1.6% | -11.9% | -12.7% |
| 30D | -22.1% | +8.0% | -30.1% | -25.2% |
| 3M | +15.0% | +4.3% | +10.7% | +12.2% |
| 6M | -37.3% | +18.9% | -56.2% | -43.1% |
| YTD | -26.5% | +18.8% | -45.3% | -33.4% |
| 1Y | -46.5% | +24.0% | -70.4% | -52.5% |
| 3Y | +121.1% | +42.1% | +78.9% | +62.7% |
| All | +40.4% | +187.6% | -147.2% | -40.3% |
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