+426.7%
VRTX vs BDX
+59.3%
+367.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -5.6% | -3.2% | -2.5% | -4.3% |
| 30D | -2.0% | -2.5% | +0.6% | -0.9% |
| 3M | +15.8% | +21.4% | -5.6% | +6.4% |
| 6M | +4.7% | +10.4% | -5.7% | -0.1% |
| YTD | +13.7% | +18.8% | -5.1% | +4.6% |
| 1Y | +29.7% | +21.7% | +8.0% | +17.9% |
| 3Y | +48.4% | -10.0% | +58.4% | +51.0% |
| 5Y | +173.3% | -1.8% | +175.2% | +162.3% |
| All | +426.7% | +59.3% | +367.4% | +299.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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