+426.7%
VRTX vs BMRN
-29.6%
+456.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -5.6% | -1.3% | -4.3% | -5.2% |
| 30D | -2.0% | -6.5% | +4.5% | +0.6% |
| 3M | +15.8% | +18.3% | -2.4% | +8.7% |
| 6M | +4.7% | +8.9% | -4.2% | +0.9% |
| YTD | +13.7% | +10.5% | +3.2% | +8.8% |
| 1Y | +29.7% | +17.5% | +12.2% | +20.2% |
| 3Y | +48.4% | -27.7% | +76.2% | +59.6% |
| 5Y | +173.3% | -15.8% | +189.1% | +165.5% |
| All | +426.7% | -29.6% | +456.3% | +373.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 10y: compounded portfolio wealth divided by compounded BMRN 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…
10y analysis · Full analysis span regression · 6 months rolling