+37.6%
VRTX vs VMC
-8.5%
+46.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | +0.8% | -4.3% | +5.1% | +2.0% |
| 30D | +12.6% | -8.2% | +20.9% | +15.2% |
| 3M | +23.6% | -7.0% | +30.7% | +26.0% |
| 6M | +14.3% | -10.8% | +25.0% | +17.4% |
| YTD | +20.5% | -7.4% | +27.9% | +23.6% |
| 1Y | +37.6% | -9.5% | +47.1% | +42.4% |
| All | +37.6% | -8.5% | +46.1% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling