+474.5%
VRTX vs MSCI
+789.3%
-314.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -1.1% |
| 7D | +3.2% | +2.7% | +0.6% | +2.3% |
| 30D | +7.4% | +16.2% | -8.8% | +2.1% |
| 3M | +4.6% | +17.1% | -12.5% | -1.0% |
| 6M | +27.5% | +13.0% | +14.5% | +21.4% |
| YTD | +20.9% | +15.8% | +5.1% | +13.4% |
| 1Y | +30.1% | +15.5% | +14.6% | +22.1% |
| 3Y | +46.6% | +32.3% | +14.3% | +27.9% |
| 5Y | +191.6% | +8.2% | +183.4% | +164.4% |
| 10Y | +474.5% | +800.7% | -326.1% | +108.2% |
| All | +474.5% | +789.3% | -314.8% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling