+118.8%
MRVL vs VRTX
+187.6%
-68.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -3.9% | -4.5% |
| 7D | +11.0% | -1.6% | +12.6% | +11.5% |
| 30D | -36.1% | +8.0% | -44.1% | -37.5% |
| 3M | -29.4% | +4.3% | -33.7% | -30.5% |
| 6M | -11.9% | +18.9% | -30.7% | -17.2% |
| YTD | +84.8% | +18.8% | +66.0% | +72.8% |
| 1Y | +79.4% | +24.0% | +55.5% | +65.4% |
| 3Y | +195.7% | +42.1% | +153.6% | +149.1% |
| All | +118.8% | +187.6% | -68.7% | +29.9% |
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