+1,088.7%
BMY vs VRTX
+11,704.9%
-10,616.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +2.1% | -1.6% | +3.6% | +2.2% |
| 30D | +7.0% | +8.0% | -1.0% | +6.1% |
| 3M | -0.9% | +4.3% | -5.2% | -1.3% |
| 6M | +14.9% | +18.9% | -3.9% | +12.8% |
| YTD | +22.8% | +18.8% | +4.0% | +20.5% |
| 1Y | +36.2% | +24.0% | +12.3% | +33.1% |
| 3Y | +45.7% | +42.1% | +3.5% | +39.3% |
| 5Y | +31.3% | +187.6% | -156.3% | +16.3% |
| 10Y | +60.6% | +485.4% | -424.8% | +31.1% |
| All | +1,088.7% | +11,704.9% | -10,616.2% | +575.2% |
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