+54.2%
VRTX vs MTB
+118.5%
-64.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -3.4% | +2.8% | -6.2% | -3.9% |
| 30D | +6.6% | -4.2% | +10.8% | +7.3% |
| 3M | +19.4% | +7.8% | +11.6% | +17.7% |
| 6M | +15.8% | +14.8% | +1.0% | +12.9% |
| YTD | +16.7% | +20.8% | -4.1% | +12.4% |
| 1Y | +33.8% | +23.1% | +10.7% | +28.3% |
| 3Y | +54.2% | +114.8% | -60.6% | +32.4% |
| All | +54.2% | +118.5% | -64.4% | +32.4% |
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