+172.9%
VRTX vs MKTX
-60.6%
+233.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -7.8% | -0.2% | -7.6% | -7.8% |
| 30D | -2.8% | +0.8% | -3.7% | -2.9% |
| 3M | +18.1% | +41.1% | -23.0% | +14.0% |
| 6M | +3.1% | -9.5% | +12.6% | +4.2% |
| YTD | +13.5% | -8.7% | +22.2% | +14.6% |
| 1Y | +32.4% | -10.0% | +42.4% | +33.8% |
| 3Y | +50.0% | -24.6% | +74.6% | +52.7% |
| 5Y | +172.9% | -60.3% | +233.2% | +166.2% |
| All | +172.9% | -60.6% | +233.4% | +166.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling