+3,414.0%
VRTX vs MOH
+1,286.6%
+2,127.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -6.4% | -4.2% | -2.2% | -5.6% |
| 30D | -0.5% | -2.4% | +1.8% | -0.2% |
| 3M | +16.9% | -4.4% | +21.3% | +17.4% |
| 6M | +13.1% | +32.9% | -19.9% | +5.2% |
| YTD | +14.9% | +11.9% | +3.1% | +9.2% |
| 1Y | +31.4% | +6.9% | +24.5% | +24.9% |
| 3Y | +51.9% | -39.4% | +91.3% | +56.8% |
| 5Y | +177.1% | -25.0% | +202.0% | +169.9% |
| 10Y | +456.3% | +244.9% | +211.4% | +265.9% |
| All | +3,414.0% | +1,286.6% | +2,127.3% | +1,230.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling