+177.1%
VRTX vs MDY
+45.8%
+131.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.0% |
| 7D | -6.4% | -0.8% | -5.6% | -6.1% |
| 30D | -0.5% | -3.9% | +3.3% | +1.1% |
| 3M | +16.9% | 0.0% | +17.0% | +16.8% |
| 6M | +13.1% | +8.5% | +4.5% | +8.9% |
| YTD | +14.9% | +13.2% | +1.7% | +8.7% |
| 1Y | +31.4% | +15.0% | +16.4% | +23.3% |
| 3Y | +51.9% | +49.6% | +2.3% | +26.2% |
| 5Y | +177.1% | +46.0% | +131.0% | +127.7% |
| All | +177.1% | +45.8% | +131.2% | +127.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling