+456.3%
VRTX vs MTB
+172.8%
+283.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -6.4% | +1.1% | -7.5% | -6.6% |
| 30D | -0.5% | -4.6% | +4.1% | +0.2% |
| 3M | +16.9% | +6.3% | +10.6% | +15.6% |
| 6M | +13.1% | +15.6% | -2.5% | +10.2% |
| YTD | +14.9% | +20.6% | -5.6% | +11.0% |
| 1Y | +31.4% | +22.5% | +8.9% | +26.5% |
| 3Y | +51.9% | +114.4% | -62.5% | +31.4% |
| 5Y | +177.1% | +101.9% | +75.2% | +138.5% |
| 10Y | +456.3% | +170.4% | +285.9% | +235.9% |
| All | +456.3% | +172.8% | +283.4% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling