+851.5%
BX vs VRTX
+1,900.7%
-1,049.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +0.6% | -1.6% | +2.1% | +1.0% |
| 30D | +14.2% | +8.0% | +6.2% | +12.2% |
| 3M | -18.7% | +4.3% | -23.0% | -19.6% |
| 6M | +2.5% | +18.9% | -16.4% | -1.8% |
| YTD | -18.8% | +18.8% | -37.6% | -22.5% |
| 1Y | -10.3% | +24.0% | -34.3% | -15.3% |
| 3Y | +35.4% | +42.1% | -6.8% | +21.8% |
| 5Y | +0.3% | +187.6% | -187.3% | -24.1% |
| 10Y | +668.4% | +485.4% | +182.9% | +383.8% |
| All | +851.5% | +1,900.7% | -1,049.2% | +207.9% |
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