+59.3%
BMY vs VRTX
+480.2%
-420.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | +9.3% | +7.9% | +1.4% | +7.2% |
| 3M | -0.1% | +3.3% | -3.4% | -0.9% |
| 6M | +15.5% | +25.7% | -10.2% | +9.1% |
| YTD | +21.8% | +20.7% | +1.2% | +16.0% |
| 1Y | +34.9% | +27.4% | +7.4% | +26.7% |
| 3Y | +43.2% | +46.4% | -3.2% | +27.5% |
| 5Y | +30.7% | +194.3% | -163.6% | -2.9% |
| 10Y | +59.3% | +494.6% | -435.3% | +8.3% |
| All | +59.3% | +480.2% | -420.9% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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