+456.3%
VRTX vs BBWI
-58.2%
+514.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.8% | -1.0% |
| 7D | -6.4% | -4.4% | -2.0% | -6.1% |
| 30D | -0.5% | -7.4% | +6.9% | -0.1% |
| 3M | +16.9% | -2.2% | +19.1% | +16.7% |
| 6M | +13.1% | -16.3% | +29.4% | +13.9% |
| YTD | +14.9% | -9.1% | +24.1% | +14.9% |
| 1Y | +31.4% | -34.5% | +66.0% | +34.2% |
| 3Y | +51.9% | -47.0% | +98.9% | +55.2% |
| 5Y | +177.1% | -68.8% | +245.9% | +190.1% |
| 10Y | +456.3% | -57.4% | +513.6% | +414.2% |
| All | +456.3% | -58.2% | +514.5% | +414.2% |
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