+1,977.0%
VRTX vs MSCI
+3,169.6%
-1,192.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.3% |
| 7D | +0.5% | +6.0% | -5.6% | -1.5% |
| 30D | +8.0% | +18.2% | -10.2% | +2.2% |
| 3M | +11.9% | +15.1% | -3.2% | +6.6% |
| 6M | +27.8% | +13.7% | +14.1% | +21.6% |
| YTD | +19.7% | +15.6% | +4.1% | +12.4% |
| 1Y | +30.1% | +16.3% | +13.8% | +21.9% |
| 3Y | +44.2% | +36.9% | +7.3% | +24.9% |
| 5Y | +181.3% | +6.3% | +175.0% | +156.5% |
| 10Y | +587.1% | +823.0% | -235.9% | +183.8% |
| All | +1,977.0% | +3,169.6% | -1,192.7% | +439.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling