+1,079.0%
BMY vs VRTX
+11,889.7%
-10,810.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -2.0% | -0.4% | -1.6% | -2.0% |
| 30D | +9.3% | +7.9% | +1.4% | +8.4% |
| 3M | -0.1% | +3.3% | -3.4% | -0.4% |
| 6M | +15.5% | +25.7% | -10.2% | +12.7% |
| YTD | +21.8% | +20.7% | +1.2% | +19.3% |
| 1Y | +34.9% | +27.4% | +7.4% | +31.3% |
| 3Y | +43.2% | +46.4% | -3.2% | +36.5% |
| 5Y | +30.7% | +194.3% | -163.6% | +15.5% |
| 10Y | +59.3% | +494.6% | -435.3% | +29.8% |
| All | +1,079.0% | +11,889.7% | -10,810.7% | +568.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling