+11,653.3%
VRTX vs BDX
+4,859.4%
+6,793.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -1.8% |
| 7D | -3.4% | -4.3% | +0.9% | -1.6% |
| 30D | +6.6% | +1.3% | +5.4% | +6.1% |
| 3M | +19.4% | +20.2% | -0.8% | +10.0% |
| 6M | +15.8% | +8.6% | +7.2% | +11.2% |
| YTD | +16.7% | +19.0% | -2.3% | +7.2% |
| 1Y | +33.8% | +21.2% | +12.6% | +21.9% |
| 3Y | +54.2% | -9.7% | +63.9% | +55.3% |
| 5Y | +176.4% | -3.4% | +179.8% | +167.4% |
| 10Y | +443.5% | +53.9% | +389.7% | +318.5% |
| All | +11,653.3% | +4,859.4% | +6,793.9% | +3,139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling