+425.8%
VRTX vs BG
+171.4%
+254.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.4% |
| 7D | -7.8% | +3.7% | -11.5% | -8.2% |
| 30D | -2.8% | +12.3% | -15.2% | -4.4% |
| 3M | +18.1% | -2.2% | +20.3% | +18.2% |
| 6M | +3.1% | +5.3% | -2.2% | +1.9% |
| YTD | +13.5% | +42.4% | -28.9% | +7.3% |
| 1Y | +32.4% | +55.2% | -22.8% | +23.4% |
| 3Y | +50.0% | +21.0% | +29.0% | +43.9% |
| 5Y | +172.9% | +87.1% | +85.7% | +140.4% |
| All | +425.8% | +171.4% | +254.4% | +301.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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