+46.1%
MRK vs VRTX
+49.8%
-3.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -1.6% |
| 7D | -5.0% | -7.8% | +2.8% | -3.0% |
| 30D | +11.0% | -2.8% | +13.8% | +11.9% |
| 3M | +22.4% | +18.1% | +4.3% | +17.9% |
| 6M | +25.4% | +3.1% | +22.3% | +24.3% |
| YTD | +39.5% | +13.5% | +26.0% | +35.1% |
| 1Y | +78.0% | +32.4% | +45.5% | +66.7% |
| All | +46.1% | +49.8% | -3.7% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling