+177.1%
VRTX vs MTZ
+162.0%
+15.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -1.3% |
| 7D | -6.4% | +2.3% | -8.7% | -6.6% |
| 30D | -0.5% | -10.3% | +9.8% | +0.1% |
| 3M | +16.9% | -31.8% | +48.7% | +19.5% |
| 6M | +13.1% | -19.2% | +32.3% | +13.8% |
| YTD | +14.9% | +10.7% | +4.2% | +12.7% |
| 1Y | +31.4% | +37.5% | -6.1% | +26.5% |
| 3Y | +51.9% | +162.4% | -110.4% | +36.8% |
| 5Y | +177.1% | +166.3% | +10.7% | +144.0% |
| All | +177.1% | +162.0% | +15.0% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 5y: compounded portfolio wealth divided by compounded MTZ 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…
5y analysis · Full analysis span regression · 6 months rolling