+493.1%
VRTX vs BBWI
-41.3%
+534.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -0.4% | -6.2% | +5.8% | +0.1% |
| 30D | +8.0% | +25.5% | -17.5% | +6.1% |
| 3M | +11.0% | +8.0% | +3.1% | +10.1% |
| 6M | +28.2% | +12.7% | +15.5% | +26.3% |
| YTD | +21.5% | +11.6% | +9.9% | +19.4% |
| 1Y | +34.5% | -0.9% | +35.4% | +32.9% |
| 3Y | +49.5% | -22.7% | +72.2% | +48.2% |
| 5Y | +188.3% | -67.2% | +255.5% | +200.2% |
| 10Y | +493.1% | -43.7% | +536.8% | +424.6% |
| All | +493.1% | -41.3% | +534.4% | +424.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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