+12,075.3%
VRTX vs BBWI
+628.2%
+11,447.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +3.2% | -4.2% | +7.5% | +4.0% |
| 30D | +7.4% | +24.9% | -17.4% | +3.0% |
| 3M | +4.6% | +13.2% | -8.6% | +1.4% |
| 6M | +27.5% | +12.1% | +15.4% | +22.9% |
| YTD | +20.9% | +11.1% | +9.8% | +15.7% |
| 1Y | +30.1% | +0.7% | +29.4% | +25.4% |
| 3Y | +46.6% | -23.8% | +70.4% | +42.4% |
| 5Y | +191.6% | -66.9% | +258.5% | +218.8% |
| 10Y | +474.5% | -45.3% | +519.9% | +376.0% |
| All | +12,075.3% | +628.2% | +11,447.2% | +4,345.2% |
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 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