+29.7%
VRTX vs MRSH
-9.2%
+39.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -5.6% | -4.8% | -0.9% | -5.2% |
| 30D | -2.0% | -6.3% | +4.4% | -1.4% |
| 3M | +15.8% | +5.8% | +10.0% | +15.5% |
| 6M | +4.7% | +2.8% | +1.9% | +4.2% |
| YTD | +13.7% | -3.1% | +16.8% | +13.5% |
| 1Y | +29.7% | -11.3% | +41.0% | +29.9% |
| All | +29.7% | -9.2% | +39.0% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling