+184.1%
VRTX vs MAS
+32.0%
+152.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.5% |
| 7D | +0.8% | -0.8% | +1.6% | +0.9% |
| 30D | +12.6% | -5.6% | +18.2% | +13.9% |
| 3M | +23.6% | +4.4% | +19.2% | +22.1% |
| 6M | +14.3% | +7.2% | +7.1% | +11.8% |
| YTD | +20.5% | +16.1% | +4.4% | +15.4% |
| 1Y | +37.6% | +0.1% | +37.5% | +36.0% |
| 3Y | +55.5% | +28.3% | +27.2% | +44.5% |
| All | +184.1% | +32.0% | +152.1% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 5y: compounded portfolio wealth divided by compounded MAS 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…
5y analysis · Full analysis span regression · 6 months rolling