+470.4%
VRTX vs BB
+21.8%
+448.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | -1.6% | +1.8% | -3.4% | -1.7% |
| 30D | +8.0% | +8.1% | -0.1% | +7.0% |
| 3M | +4.3% | -1.0% | +5.3% | +3.8% |
| 6M | +18.9% | +45.9% | -27.0% | +12.5% |
| YTD | +18.8% | +134.8% | -116.0% | +6.5% |
| 1Y | +24.0% | +104.6% | -80.6% | +12.5% |
| 3Y | +42.1% | +152.8% | -110.7% | +22.0% |
| 5Y | +187.6% | -17.4% | +205.0% | +171.4% |
| All | +470.4% | +21.8% | +448.7% | +309.1% |
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