+4,089.9%
VRTX vs MKSI
+2,229.0%
+1,860.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.4% | -1.7% |
| 7D | -6.4% | +6.6% | -13.0% | -8.2% |
| 30D | -0.5% | -8.2% | +7.7% | +1.4% |
| 3M | +16.9% | -16.4% | +33.3% | +19.0% |
| 6M | +13.1% | +23.0% | -9.9% | +1.7% |
| YTD | +14.9% | +68.2% | -53.2% | -6.4% |
| 1Y | +31.4% | +148.6% | -117.1% | -6.2% |
| 3Y | +51.9% | +196.0% | -144.1% | -6.4% |
| 5Y | +177.1% | +87.4% | +89.7% | +83.7% |
| 10Y | +456.3% | +523.8% | -67.5% | +117.1% |
| All | +4,089.9% | +2,229.0% | +1,860.9% | +915.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling