+1,256.1%
MRVL vs VRTX
+915.1%
+341.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.4% |
| 7D | +23.1% | 0.0% | +23.1% | +23.2% |
| 30D | -38.8% | +11.8% | -50.6% | -40.7% |
| 3M | -24.2% | +3.2% | -27.4% | -25.2% |
| 6M | 0.0% | +21.0% | -21.0% | -6.0% |
| YTD | +93.8% | +19.7% | +74.2% | +82.0% |
| 1Y | +84.4% | +25.0% | +59.4% | +71.2% |
| 3Y | +203.6% | +45.2% | +158.4% | +165.9% |
| 5Y | +127.8% | +189.7% | -61.9% | +65.7% |
| 10Y | +1,257.2% | +489.8% | +767.4% | +702.8% |
| All | +1,256.1% | +915.1% | +341.0% | +284.3% |
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