+48.2%
VRTX vs BMRN
-27.4%
+75.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.7% |
| 7D | -7.8% | -1.4% | -6.4% | -7.5% |
| 30D | -2.8% | -5.8% | +3.0% | -1.5% |
| 3M | +18.1% | +16.6% | +1.5% | +14.3% |
| 6M | +3.1% | +7.6% | -4.5% | +1.2% |
| YTD | +13.5% | +10.2% | +3.3% | +10.8% |
| 1Y | +32.4% | +20.2% | +12.2% | +26.8% |
| All | +48.2% | -27.4% | +75.6% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling