+181.2%
VRTX vs MKC
-34.1%
+215.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.8% | -3.1% |
| 7D | -3.4% | -4.3% | +0.9% | -2.7% |
| 30D | +6.6% | -2.0% | +8.6% | +7.0% |
| 3M | +19.4% | +10.0% | +9.4% | +17.2% |
| 6M | +15.8% | -18.5% | +34.3% | +20.3% |
| YTD | +16.7% | -22.4% | +39.1% | +22.2% |
| 1Y | +33.8% | -23.6% | +57.4% | +40.5% |
| 3Y | +54.2% | -30.4% | +84.6% | +65.1% |
| All | +181.2% | -34.1% | +215.3% | +201.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling