+48.2%
VRTX vs MKSI
+184.9%
-136.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -1.1% |
| 7D | -7.8% | +4.9% | -12.7% | -8.1% |
| 30D | -2.8% | -11.0% | +8.1% | -2.3% |
| 3M | +18.1% | -17.1% | +35.2% | +18.2% |
| 6M | +3.1% | +16.4% | -13.3% | -0.4% |
| YTD | +13.5% | +64.3% | -50.8% | +6.4% |
| 1Y | +32.4% | +137.7% | -105.3% | +19.5% |
| All | +48.2% | +184.9% | -136.7% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 3y: compounded portfolio wealth divided by compounded MKSI 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…
3y analysis · Full analysis span regression · 6 months rolling