+2,348.2%
MRK vs VRTX
+11,869.8%
-9,521.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | +1.3% | +0.8% | +0.5% | +1.3% |
| 30D | +17.1% | +12.6% | +4.5% | +15.8% |
| 3M | +25.9% | +23.6% | +2.3% | +23.4% |
| 6M | +26.8% | +14.3% | +12.5% | +25.1% |
| YTD | +44.9% | +20.5% | +24.4% | +42.2% |
| 1Y | +84.8% | +37.6% | +47.3% | +79.0% |
| 3Y | +50.1% | +55.5% | -5.4% | +42.8% |
| 5Y | +127.4% | +175.7% | -48.3% | +104.4% |
| 10Y | +240.0% | +474.2% | -234.2% | +183.8% |
| All | +2,348.2% | +11,869.8% | -9,521.5% | +1,379.0% |
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