+12,036.0%
VRTX vs BBWI
+556.2%
+11,479.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -5.0% | -2.6% |
| 7D | +0.8% | +1.5% | -0.7% | +0.5% |
| 30D | +12.6% | -5.2% | +17.8% | +13.3% |
| 3M | +23.6% | +11.1% | +12.5% | +20.2% |
| 6M | +14.3% | -13.4% | +27.7% | +15.5% |
| YTD | +20.5% | +0.1% | +20.4% | +18.0% |
| 1Y | +37.6% | -36.1% | +73.7% | +44.7% |
| 3Y | +55.5% | -44.1% | +99.6% | +60.6% |
| 5Y | +175.7% | -66.2% | +242.0% | +200.2% |
| 10Y | +474.2% | -54.8% | +529.0% | +398.1% |
| All | +12,036.0% | +556.2% | +11,479.8% | +4,435.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling