+1,139.4%
BMY vs VRTX
+11,869.8%
-10,730.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.3% | -1.6% |
| 7D | +0.4% | +0.8% | -0.5% | +0.3% |
| 30D | +5.0% | +12.6% | -7.6% | +3.7% |
| 3M | +19.4% | +23.6% | -4.2% | +16.7% |
| 6M | +9.5% | +14.3% | -4.7% | +7.9% |
| YTD | +28.1% | +20.5% | +7.6% | +25.4% |
| 1Y | +50.0% | +37.6% | +12.4% | +44.9% |
| 3Y | +24.1% | +55.5% | -31.5% | +17.5% |
| 5Y | +25.0% | +175.7% | -150.8% | +11.2% |
| 10Y | +68.7% | +474.2% | -405.5% | +37.7% |
| All | +1,139.4% | +11,869.8% | -10,730.3% | +602.8% |
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