+967.7%
BX vs VRTX
+1,928.7%
-961.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.6% |
| 7D | -4.4% | +0.8% | -5.2% | -4.6% |
| 30D | +0.1% | +12.6% | -12.6% | -2.7% |
| 3M | +16.0% | +23.6% | -7.6% | +10.2% |
| 6M | +21.6% | +14.3% | +7.3% | +17.5% |
| YTD | -8.9% | +20.5% | -29.4% | -13.3% |
| 1Y | -16.6% | +37.6% | -54.2% | -23.3% |
| 3Y | +43.3% | +55.5% | -12.2% | +26.2% |
| 5Y | +25.7% | +175.7% | -150.1% | -3.9% |
| 10Y | +689.5% | +474.2% | +215.3% | +396.9% |
| All | +967.7% | +1,928.7% | -961.0% | +244.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling