+474.5%
VRTX vs MET
+206.5%
+268.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | +3.2% | +1.8% | +1.5% | +2.8% |
| 30D | +7.4% | +4.8% | +2.6% | +6.1% |
| 3M | +4.6% | +6.2% | -1.6% | +2.9% |
| 6M | +27.5% | +33.8% | -6.3% | +18.4% |
| YTD | +20.9% | +33.3% | -12.4% | +11.9% |
| 1Y | +30.1% | +36.3% | -6.3% | +19.8% |
| 3Y | +46.6% | +84.6% | -37.9% | +22.9% |
| 5Y | +191.6% | +87.7% | +103.9% | +140.4% |
| 10Y | +474.5% | +198.0% | +276.6% | +281.9% |
| All | +474.5% | +206.5% | +268.1% | +281.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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