+493.1%
VRTX vs M
+3.7%
+489.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.1% | -7.4% | +0.2% |
| 7D | -0.4% | +2.5% | -3.0% | -0.6% |
| 30D | +8.0% | +10.1% | -2.1% | +7.4% |
| 3M | +11.0% | -0.9% | +12.0% | +11.0% |
| 6M | +28.2% | +30.2% | -2.0% | +26.1% |
| YTD | +21.5% | +16.3% | +5.2% | +20.1% |
| 1Y | +34.5% | +27.0% | +7.6% | +32.3% |
| 3Y | +49.5% | +154.5% | -105.0% | +40.0% |
| 5Y | +188.3% | -1.1% | +189.3% | +178.8% |
| 10Y | +493.1% | +0.5% | +492.6% | +444.0% |
| All | +493.1% | +3.7% | +489.4% | +444.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling