+426.7%
VRTX vs MKC
+29.9%
+396.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -5.6% | -1.5% | -4.2% | -5.2% |
| 30D | -2.0% | -3.1% | +1.2% | -1.2% |
| 3M | +15.8% | +5.2% | +10.6% | +13.9% |
| 6M | +4.7% | -12.8% | +17.5% | +8.2% |
| YTD | +13.7% | -23.3% | +37.0% | +21.5% |
| 1Y | +29.7% | -24.1% | +53.8% | +38.8% |
| 3Y | +48.4% | -32.1% | +80.6% | +62.7% |
| 5Y | +173.3% | -32.8% | +206.1% | +195.4% |
| All | +426.7% | +29.9% | +396.9% | +428.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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