+8,016.9%
VRTX vs M
+444.9%
+7,572.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | +3.2% | +5.0% | -1.8% | +2.2% |
| 30D | +7.4% | +10.6% | -3.2% | +5.4% |
| 3M | +4.6% | +1.6% | +3.0% | +4.0% |
| 6M | +27.5% | +30.8% | -3.4% | +20.8% |
| YTD | +20.9% | +16.9% | +4.0% | +16.2% |
| 1Y | +30.1% | +26.3% | +3.8% | +23.2% |
| 3Y | +46.6% | +158.6% | -112.0% | +16.7% |
| 5Y | +191.6% | +2.1% | +189.5% | +158.6% |
| 10Y | +474.5% | -4.3% | +478.9% | +335.6% |
| All | +8,016.9% | +444.9% | +7,572.0% | +3,057.6% |
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