+41.8%
VRTX vs MDB
-9.9%
+51.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.7% |
| 7D | -2.1% | -11.4% | +9.3% | -1.5% |
| 30D | +8.2% | -13.8% | +22.0% | +8.8% |
| 3M | +13.0% | -15.5% | +28.5% | +13.4% |
| 6M | +27.9% | +17.9% | +10.0% | +25.2% |
| YTD | +20.7% | -25.5% | +46.1% | +21.2% |
| 1Y | +31.4% | -12.1% | +43.5% | +30.5% |
| 3Y | +41.8% | -5.9% | +47.7% | +39.2% |
| All | +41.8% | -9.9% | +51.7% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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