+1,994.5%
VRTX vs MSCI
+3,095.4%
-1,100.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.6% |
| 7D | -2.1% | +2.8% | -4.9% | -3.1% |
| 30D | +8.2% | +15.4% | -7.2% | +3.1% |
| 3M | +13.0% | +13.4% | -0.4% | +8.2% |
| 6M | +27.9% | +10.9% | +17.0% | +22.6% |
| YTD | +20.7% | +13.0% | +7.7% | +14.2% |
| 1Y | +31.4% | +12.0% | +19.4% | +24.7% |
| 3Y | +41.8% | +34.1% | +7.7% | +23.6% |
| 5Y | +183.7% | +3.9% | +179.8% | +160.6% |
| 10Y | +592.9% | +802.0% | -209.1% | +188.3% |
| All | +1,994.5% | +3,095.4% | -1,100.8% | +447.8% |
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