+54.2%
VRTX vs MAGS
+128.8%
-74.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -3.1% |
| 7D | -3.4% | +1.2% | -4.7% | -3.6% |
| 30D | +6.6% | -0.1% | +6.7% | +6.6% |
| 3M | +19.4% | +3.8% | +15.6% | +18.4% |
| 6M | +15.8% | +13.2% | +2.6% | +12.9% |
| YTD | +16.7% | +4.7% | +11.9% | +15.3% |
| 1Y | +33.8% | +14.4% | +19.4% | +30.0% |
| 3Y | +54.2% | +128.6% | -74.4% | +28.3% |
| All | +54.2% | +128.8% | -74.6% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 3y: compounded portfolio wealth divided by compounded MAGS 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…
3y analysis · Full analysis span regression · 6 months rolling