+4,576.4%
VRTX vs MKTX
+1,445.7%
+3,130.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.1% | -3.1% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | +6.6% | +1.0% | +5.6% | +6.4% |
| 3M | +19.4% | +41.3% | -21.9% | +10.1% |
| 6M | +15.8% | -11.3% | +27.1% | +17.2% |
| YTD | +16.7% | -8.6% | +25.2% | +17.2% |
| 1Y | +33.8% | -11.1% | +44.9% | +34.9% |
| 3Y | +54.2% | -24.5% | +78.7% | +57.1% |
| 5Y | +176.4% | -61.4% | +237.8% | +216.7% |
| 10Y | +443.5% | +6.8% | +436.7% | +383.0% |
| All | +4,576.4% | +1,445.7% | +3,130.7% | +2,011.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling