+7,255.0%
VRTX vs MDY
+2,629.7%
+4,625.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.9% |
| 7D | -0.4% | +0.2% | -0.6% | -0.7% |
| 30D | +7.9% | +2.1% | +5.7% | +5.3% |
| 3M | +3.3% | -3.6% | +6.9% | +6.6% |
| 6M | +25.7% | +1.7% | +24.0% | +22.6% |
| YTD | +20.7% | +13.8% | +6.8% | +4.6% |
| 1Y | +27.4% | +15.5% | +11.9% | +8.7% |
| 3Y | +46.4% | +58.3% | -11.9% | -13.3% |
| 5Y | +194.3% | +37.4% | +156.9% | +91.1% |
| 10Y | +494.6% | +171.0% | +323.6% | +58.7% |
| All | +7,255.0% | +2,629.7% | +4,625.3% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling