+12,036.0%
VRTX vs MTB
+5,841.4%
+6,194.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +0.8% | +1.7% | -0.9% | +0.3% |
| 30D | +12.6% | -4.2% | +16.8% | +14.1% |
| 3M | +23.6% | +8.9% | +14.8% | +20.1% |
| 6M | +14.3% | +10.9% | +3.4% | +10.2% |
| YTD | +20.5% | +21.5% | -1.0% | +12.4% |
| 1Y | +37.6% | +21.9% | +15.7% | +28.0% |
| 3Y | +55.5% | +109.2% | -53.7% | +18.0% |
| 5Y | +175.7% | +102.0% | +73.8% | +102.7% |
| 10Y | +474.2% | +171.9% | +302.3% | +234.9% |
| All | +12,036.0% | +5,841.4% | +6,194.6% | +2,224.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling