-8.5%
BX vs VRTX
+31.2%
-39.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.4% | +2.8% | +5.2% |
| 7D | +8.3% | +3.7% | +4.6% | +7.1% |
| 30D | +13.5% | +9.0% | +4.5% | +10.9% |
| 3M | -7.6% | +14.7% | -22.3% | -10.5% |
| 6M | +4.0% | +27.7% | -23.7% | -0.9% |
| YTD | -15.2% | +21.1% | -36.3% | -19.4% |
| 1Y | -8.5% | +30.2% | -38.7% | -14.2% |
| All | -8.5% | +31.2% | -39.6% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling