+470.4%
VRTX vs VMC
+125.2%
+345.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.6% |
| 7D | -1.6% | -1.3% | -0.3% | -1.2% |
| 30D | +8.0% | +15.5% | -7.4% | +4.2% |
| 3M | +4.3% | +0.6% | +3.7% | +4.0% |
| 6M | +18.9% | +2.1% | +16.8% | +17.8% |
| YTD | +18.8% | -1.6% | +20.4% | +18.5% |
| 1Y | +24.0% | -1.2% | +25.1% | +23.5% |
| 3Y | +42.1% | +35.3% | +6.8% | +29.8% |
| 5Y | +187.6% | +43.6% | +144.0% | +154.9% |
| All | +470.4% | +125.2% | +345.2% | +331.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling