-1.1%
BX vs VRTX
+190.2%
-191.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +8.8% | +11.8% | -3.0% | +5.0% |
| 3M | -18.3% | +3.2% | -21.5% | -19.1% |
| 6M | -1.5% | +21.0% | -22.6% | -7.3% |
| YTD | -19.9% | +19.7% | -39.6% | -24.9% |
| 1Y | -14.5% | +25.0% | -39.5% | -21.1% |
| 3Y | +32.3% | +45.2% | -12.9% | +11.9% |
| 5Y | -1.1% | +189.7% | -190.8% | -34.4% |
| All | -1.1% | +190.2% | -191.3% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling