+443.5%
VRTX vs M
-6.4%
+449.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -3.0% |
| 7D | -3.4% | +2.4% | -5.8% | -3.5% |
| 30D | +6.6% | -11.6% | +18.2% | +7.3% |
| 3M | +19.4% | +1.6% | +17.8% | +19.2% |
| 6M | +15.8% | +25.2% | -9.4% | +14.2% |
| YTD | +16.7% | +3.8% | +12.9% | +16.1% |
| 1Y | +33.8% | +36.3% | -2.5% | +31.0% |
| 3Y | +54.2% | +116.3% | -62.2% | +45.4% |
| 5Y | +176.4% | +28.2% | +148.2% | +164.1% |
| 10Y | +443.5% | -3.4% | +446.9% | +390.3% |
| All | +443.5% | -6.4% | +449.9% | +390.3% |
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