+456.3%
VRTX vs BB
+2.1%
+454.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.3% |
| 7D | -6.4% | +1.8% | -8.2% | -6.6% |
| 30D | -0.5% | -12.2% | +11.7% | +0.6% |
| 3M | +16.9% | -12.3% | +29.2% | +17.4% |
| 6M | +13.1% | +122.7% | -109.6% | +2.2% |
| YTD | +14.9% | +104.5% | -89.5% | +4.7% |
| 1Y | +31.4% | +106.7% | -75.2% | +19.1% |
| 3Y | +51.9% | +70.0% | -18.0% | +35.9% |
| 5Y | +177.1% | -27.8% | +204.8% | +165.1% |
| 10Y | +456.3% | +2.4% | +453.9% | +300.1% |
| All | +456.3% | +2.1% | +454.2% | +300.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling