+176.4%
VRTX vs BB
-27.1%
+203.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.3% |
| 7D | -3.4% | +0.5% | -3.9% | -3.5% |
| 30D | +6.6% | -12.4% | +19.0% | +7.5% |
| 3M | +19.4% | -15.3% | +34.7% | +20.0% |
| 6M | +15.8% | +128.8% | -113.0% | +6.3% |
| YTD | +16.7% | +107.7% | -91.0% | +8.0% |
| 1Y | +33.8% | +103.9% | -70.1% | +23.6% |
| 3Y | +54.2% | +72.6% | -18.4% | +40.8% |
| 5Y | +176.4% | -24.3% | +200.6% | +162.0% |
| All | +176.4% | -27.1% | +203.4% | +162.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling