+32.0%
MRK vs VRTX
+20.6%
+11.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.0% |
| 7D | +0.7% | -1.6% | +2.3% | +1.7% |
| 30D | +0.3% | +8.0% | -7.8% | -4.6% |
| 3M | +9.7% | +4.3% | +5.4% | +7.5% |
| 6M | +32.0% | +18.9% | +13.1% | +20.2% |
| All | +32.0% | +20.6% | +11.3% | +20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling