+94,394.8%
MU vs VRTX
+11,869.8%
+82,525.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.1% | +8.2% | +6.6% |
| 7D | +9.0% | +0.8% | +8.2% | +8.7% |
| 30D | +13.8% | +12.6% | +1.2% | +10.3% |
| 3M | +2.1% | +23.6% | -21.5% | -3.5% |
| 6M | +153.8% | +14.3% | +139.5% | +143.8% |
| YTD | +256.4% | +20.5% | +235.9% | +238.0% |
| 1Y | +719.8% | +37.6% | +682.2% | +651.6% |
| 3Y | +1,360.4% | +55.5% | +1,304.8% | +1,183.1% |
| 5Y | +1,312.4% | +175.7% | +1,136.7% | +973.0% |
| 10Y | +6,142.6% | +474.2% | +5,668.4% | +3,818.7% |
| All | +94,394.8% | +11,869.8% | +82,525.0% | +24,019.5% |
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