+33.8%
VRTX vs MSI
-2.0%
+35.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.0% |
| 7D | -3.4% | -5.8% | +2.3% | -2.6% |
| 30D | +6.6% | -1.0% | +7.6% | +6.7% |
| 3M | +19.4% | +14.2% | +5.2% | +16.9% |
| 6M | +15.8% | +1.0% | +14.8% | +15.4% |
| YTD | +16.7% | +21.5% | -4.8% | +16.6% |
| 1Y | +33.8% | -2.1% | +35.9% | +38.6% |
| All | +33.8% | -2.0% | +35.8% | +38.6% |
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