+470.4%
VRTX vs MDY
+165.3%
+305.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.6% | +2.3% | -3.8% | -2.7% |
| 30D | +8.0% | +2.0% | +6.0% | +6.8% |
| 3M | +4.3% | -5.6% | +9.9% | +7.4% |
| 6M | +18.9% | +1.3% | +17.6% | +17.7% |
| YTD | +18.8% | +12.3% | +6.5% | +11.1% |
| 1Y | +24.0% | +15.8% | +8.2% | +14.0% |
| 3Y | +42.1% | +56.5% | -14.4% | +9.1% |
| 5Y | +187.6% | +35.1% | +152.4% | +136.0% |
| All | +470.4% | +165.3% | +305.1% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling