+7,959.4%
VRTX vs MCO
+7,504.3%
+455.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.3% |
| 7D | -3.4% | -2.7% | -0.7% | -2.5% |
| 30D | +6.6% | +0.9% | +5.7% | +6.2% |
| 3M | +19.4% | +8.7% | +10.7% | +15.9% |
| 6M | +15.8% | +2.4% | +13.4% | +14.3% |
| YTD | +16.7% | -5.2% | +21.8% | +17.5% |
| 1Y | +33.8% | -4.4% | +38.2% | +34.2% |
| 3Y | +54.2% | +45.1% | +9.1% | +33.1% |
| 5Y | +176.4% | +31.5% | +144.9% | +141.2% |
| 10Y | +443.5% | +380.7% | +62.8% | +202.7% |
| All | +7,959.4% | +7,504.3% | +455.2% | +2,155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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