+2,320.6%
MRK vs VRTX
+11,704.9%
-9,384.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | +0.7% | -1.6% | +2.3% | +0.9% |
| 30D | +0.3% | +8.0% | -7.8% | -0.5% |
| 3M | +9.7% | +4.3% | +5.4% | +9.3% |
| 6M | +32.0% | +18.9% | +13.1% | +29.8% |
| YTD | +43.3% | +18.8% | +24.5% | +40.8% |
| 1Y | +63.7% | +24.0% | +39.7% | +60.1% |
| 3Y | +58.0% | +42.1% | +15.9% | +51.7% |
| 5Y | +105.0% | +187.6% | -82.6% | +83.6% |
| 10Y | +228.6% | +485.4% | -256.8% | +174.1% |
| All | +2,320.6% | +11,704.9% | -9,384.4% | +1,364.5% |
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