+44.4%
VRTX vs MDY
+58.9%
-14.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.5% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | +7.9% | +2.1% | +5.7% | +6.9% |
| 3M | +3.3% | -3.6% | +6.9% | +4.8% |
| 6M | +25.7% | +1.7% | +24.0% | +24.5% |
| YTD | +20.7% | +13.8% | +6.8% | +13.8% |
| 1Y | +27.4% | +15.5% | +11.9% | +19.5% |
| All | +44.4% | +58.9% | -14.5% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling