+25.0%
VRTX vs MSI
+36.2%
-11.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | 0.0% | +2.6% | -2.6% | -0.4% |
| 30D | +11.8% | +18.1% | -6.3% | +8.9% |
| 3M | +3.2% | +13.2% | -10.0% | +1.1% |
| 6M | +21.0% | +36.3% | -15.2% | +15.0% |
| YTD | +19.7% | +39.5% | -19.8% | +22.8% |
| 1Y | +25.0% | +36.9% | -11.9% | +30.3% |
| All | +25.0% | +36.2% | -11.2% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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