+1,016.5%
BSX vs VRTX
+10,556.0%
-9,539.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.1% |
| 7D | +2.0% | +0.8% | +1.2% | +1.9% |
| 30D | +0.1% | +12.6% | -12.5% | -1.5% |
| 3M | -2.1% | +23.6% | -25.8% | -5.0% |
| 6M | -33.8% | +14.3% | -48.1% | -35.2% |
| YTD | -49.9% | +20.5% | -70.3% | -51.3% |
| 1Y | -55.4% | +37.6% | -93.0% | -57.6% |
| 3Y | -10.9% | +55.5% | -66.4% | -17.5% |
| 5Y | +6.4% | +175.7% | -169.3% | -9.3% |
| 10Y | +97.0% | +474.2% | -377.2% | +50.7% |
| All | +1,016.5% | +10,556.0% | -9,539.5% | +422.6% |
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 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