+176.4%
VRTX vs BBWI
-66.8%
+243.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | 0.0% | -2.9% |
| 7D | -3.4% | +1.6% | -5.0% | -3.5% |
| 30D | +6.6% | -6.2% | +12.8% | +7.0% |
| 3M | +19.4% | +4.3% | +15.1% | +18.6% |
| 6M | +15.8% | -7.2% | +23.0% | +15.7% |
| YTD | +16.7% | -3.0% | +19.7% | +16.0% |
| 1Y | +33.8% | -30.8% | +64.6% | +36.1% |
| 3Y | +54.2% | -43.4% | +97.6% | +57.1% |
| 5Y | +176.4% | -66.7% | +243.1% | +185.8% |
| All | +176.4% | -66.8% | +243.2% | +185.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling