+7,990.7%
VRTX vs M
+396.5%
+7,594.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.6% |
| 7D | +0.8% | +4.7% | -3.9% | 0.0% |
| 30D | +12.6% | -9.6% | +22.3% | +14.5% |
| 3M | +23.6% | +0.9% | +22.8% | +23.0% |
| 6M | +14.3% | +22.3% | -8.0% | +9.7% |
| YTD | +20.5% | +6.5% | +13.9% | +18.0% |
| 1Y | +37.6% | +38.8% | -1.2% | +28.2% |
| 3Y | +55.5% | +115.9% | -60.4% | +27.7% |
| 5Y | +175.7% | +28.6% | +147.1% | +132.0% |
| 10Y | +474.2% | -2.5% | +476.7% | +330.1% |
| All | +7,990.7% | +396.5% | +7,594.2% | +3,105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling