+5.1%
BSX vs VRTX
+190.2%
-185.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | +2.1% | +11.8% | -9.8% | -0.2% |
| 3M | -14.0% | +3.2% | -17.3% | -14.6% |
| 6M | -18.3% | +21.0% | -39.3% | -21.3% |
| YTD | -53.6% | +19.7% | -73.3% | -55.4% |
| 1Y | -57.6% | +25.0% | -82.5% | -59.6% |
| 3Y | -14.3% | +45.2% | -59.5% | -23.7% |
| 5Y | +5.1% | +189.7% | -184.7% | -21.5% |
| All | +5.1% | +190.2% | -185.1% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling