+81.5%
BSX vs VRTX
+450.9%
-369.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -3.8% |
| 7D | -8.2% | -7.8% | -0.4% | -6.2% |
| 30D | -15.8% | -2.8% | -13.0% | -15.2% |
| 3M | -10.8% | +18.1% | -28.9% | -14.7% |
| 6M | -38.4% | +3.1% | -41.5% | -39.1% |
| YTD | -54.8% | +13.5% | -68.3% | -56.6% |
| 1Y | -59.0% | +32.4% | -91.5% | -62.4% |
| 3Y | -20.0% | +50.0% | -70.0% | -31.5% |
| 5Y | -3.1% | +172.9% | -175.9% | -31.7% |
| All | +81.5% | +450.9% | -369.4% | +19.6% |
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