+2,160.0%
VRTX vs MET
+1,366.8%
+793.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | -0.4% |
| 7D | -0.4% | +1.3% | -1.7% | -0.9% |
| 30D | +8.0% | +4.0% | +4.0% | +6.5% |
| 3M | +11.0% | +4.6% | +6.4% | +9.2% |
| 6M | +28.2% | +32.8% | -4.6% | +16.4% |
| YTD | +21.5% | +32.3% | -10.8% | +10.0% |
| 1Y | +34.5% | +37.1% | -2.6% | +20.3% |
| 3Y | +49.5% | +86.8% | -37.4% | +18.2% |
| 5Y | +188.3% | +87.4% | +100.9% | +123.2% |
| 10Y | +493.1% | +209.9% | +283.2% | +256.1% |
| All | +2,160.0% | +1,366.8% | +793.1% | +374.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling