+56.8%
VRTX vs MSI
+70.3%
-13.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | +0.8% | -3.7% | +4.5% | +1.6% |
| 30D | +12.6% | +6.8% | +5.8% | +11.0% |
| 3M | +23.6% | +14.3% | +9.3% | +20.0% |
| 6M | +14.3% | -1.6% | +15.8% | +14.4% |
| YTD | +20.5% | +22.8% | -2.3% | +15.2% |
| 1Y | +37.6% | -1.1% | +38.7% | +38.5% |
| All | +56.8% | +70.3% | -13.5% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling