+11,868.9%
VRTX vs BDX
+5,973.0%
+5,895.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | -1.6% | +2.9% | -4.5% | -2.8% |
| 30D | +8.0% | +15.4% | -7.4% | +1.5% |
| 3M | +4.3% | +20.5% | -16.2% | -3.9% |
| 6M | +18.9% | +53.2% | -34.3% | -1.4% |
| YTD | +18.8% | +45.7% | -26.9% | -0.1% |
| 1Y | +24.0% | +47.3% | -23.3% | +3.7% |
| 3Y | +42.1% | +25.1% | +17.1% | +24.3% |
| 5Y | +187.6% | +27.4% | +160.1% | +146.5% |
| 10Y | +485.4% | +95.4% | +390.1% | +306.1% |
| All | +11,868.9% | +5,973.0% | +5,895.9% | +2,918.4% |
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