+12,056.2%
VRTX vs BBWI
+630.5%
+11,425.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -0.4% | -7.7% | +7.4% | +1.1% |
| 30D | +7.9% | +24.8% | -16.9% | +3.4% |
| 3M | +3.3% | +16.2% | -12.9% | -0.3% |
| 6M | +25.7% | +15.8% | +9.9% | +20.5% |
| YTD | +20.7% | +11.4% | +9.2% | +15.4% |
| 1Y | +27.4% | +3.2% | +24.2% | +22.3% |
| 3Y | +46.4% | -23.5% | +69.9% | +42.1% |
| 5Y | +194.3% | -67.4% | +261.7% | +222.9% |
| 10Y | +494.6% | -46.0% | +540.6% | +394.5% |
| All | +12,056.2% | +630.5% | +11,425.7% | +4,335.5% |
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