+44.6%
VRTX vs MTB
+105.8%
-61.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.4% |
| 7D | +3.2% | -0.7% | +3.9% | +3.3% |
| 30D | +7.4% | +1.4% | +6.0% | +7.2% |
| 3M | +4.6% | -11.6% | +16.2% | +6.7% |
| 6M | +27.5% | +5.4% | +22.1% | +26.1% |
| YTD | +20.9% | +11.7% | +9.1% | +17.9% |
| 1Y | +30.1% | +20.5% | +9.5% | +25.1% |
| All | +44.6% | +105.8% | -61.2% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling