+3.5%
MU vs VRTX
+29.4%
-25.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +5.3% |
| 7D | -22.0% | -2.1% | -19.9% | -22.2% |
| 30D | -36.6% | +8.2% | -44.8% | -35.4% |
| 3M | -21.7% | +13.0% | -34.7% | -19.9% |
| 6M | +3.5% | +27.9% | -24.4% | +5.1% |
| All | +3.5% | +29.4% | -25.9% | +5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling