+103.9%
MRK vs VRTX
+190.2%
-86.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +3.5% | +11.8% | -8.3% | +0.5% |
| 3M | +11.2% | +3.2% | +8.0% | +10.4% |
| 6M | +32.5% | +21.0% | +11.4% | +26.4% |
| YTD | +42.5% | +19.7% | +22.8% | +35.8% |
| 1Y | +65.4% | +25.0% | +40.4% | +56.0% |
| 3Y | +58.8% | +45.2% | +13.6% | +41.5% |
| 5Y | +103.9% | +189.7% | -85.9% | +67.7% |
| All | +103.9% | +190.2% | -86.3% | +67.7% |
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