+474.7%
VRTX vs BBWI
-48.2%
+522.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.6% |
| 7D | 0.0% | -4.5% | +4.6% | +0.4% |
| 30D | +11.8% | +17.1% | -5.3% | +10.4% |
| 3M | +3.2% | +17.5% | -14.3% | +1.6% |
| 6M | +21.0% | +12.8% | +8.2% | +19.3% |
| YTD | +19.7% | +8.2% | +11.5% | +17.9% |
| 1Y | +25.0% | -1.8% | +26.8% | +23.5% |
| 3Y | +45.2% | -25.8% | +71.0% | +44.5% |
| 5Y | +189.7% | -68.0% | +257.8% | +202.3% |
| All | +474.7% | -48.2% | +522.9% | +407.9% |
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