+426.7%
VRTX vs MKTX
+5.0%
+421.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | -2.0% | +0.7% | -2.7% | -2.1% |
| 3M | +15.8% | +40.8% | -25.0% | +7.8% |
| 6M | +4.7% | -8.0% | +12.7% | +5.7% |
| YTD | +13.7% | -8.7% | +22.4% | +14.8% |
| 1Y | +29.7% | -11.8% | +41.6% | +31.7% |
| 3Y | +48.4% | -24.0% | +72.5% | +51.5% |
| 5Y | +173.3% | -60.3% | +233.7% | +216.4% |
| All | +426.7% | +5.0% | +421.7% | +343.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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