+170.3%
VRTX vs MOH
-19.7%
+189.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.1% |
| 7D | -5.6% | +1.7% | -7.3% | -5.8% |
| 30D | -2.0% | -0.9% | -1.1% | -1.9% |
| 3M | +15.8% | +5.7% | +10.1% | +14.7% |
| 6M | +4.7% | +39.1% | -34.4% | -0.1% |
| YTD | +13.7% | +17.7% | -4.0% | +9.5% |
| 1Y | +29.7% | +8.4% | +21.3% | +26.0% |
| 3Y | +48.4% | -36.6% | +85.0% | +52.1% |
| All | +170.3% | -19.7% | +189.9% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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