+4,572.7%
VRTX vs BMRN
+399.8%
+4,172.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | +0.8% | +2.9% | -2.1% | -0.2% |
| 30D | +12.6% | +11.0% | +1.6% | +8.5% |
| 3M | +23.6% | +17.8% | +5.8% | +16.6% |
| 6M | +14.3% | +10.1% | +4.2% | +9.9% |
| YTD | +20.5% | +11.9% | +8.5% | +15.0% |
| 1Y | +37.6% | +17.2% | +20.4% | +28.1% |
| 3Y | +55.5% | -28.5% | +84.0% | +66.5% |
| 5Y | +175.7% | -21.7% | +197.4% | +178.2% |
| 10Y | +474.2% | -30.5% | +504.7% | +467.3% |
| All | +4,572.7% | +399.8% | +4,172.9% | +1,716.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling