+202.6%
VRTX vs MRNA
+516.4%
-313.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.3% |
| 7D | -6.4% | -10.1% | +3.7% | -5.8% |
| 30D | -0.5% | +126.7% | -127.3% | -9.5% |
| 3M | +16.9% | +184.1% | -167.2% | +4.2% |
| 6M | +13.1% | +143.3% | -130.2% | +1.8% |
| YTD | +14.9% | +359.9% | -344.9% | -1.9% |
| 1Y | +31.4% | +454.2% | -422.8% | +10.2% |
| 3Y | +51.9% | +26.0% | +25.9% | +37.2% |
| 5Y | +177.1% | -70.3% | +247.3% | +164.0% |
| All | +202.6% | +516.4% | -313.8% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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