+177.1%
VRTX vs BG
+84.9%
+92.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -6.4% | +0.5% | -6.9% | -6.4% |
| 30D | -0.5% | +10.3% | -10.9% | -1.4% |
| 3M | +16.9% | -1.9% | +18.8% | +16.9% |
| 6M | +13.1% | +5.2% | +7.8% | +12.2% |
| YTD | +14.9% | +41.2% | -26.2% | +10.7% |
| 1Y | +31.4% | +50.5% | -19.1% | +25.6% |
| 3Y | +51.9% | +19.9% | +32.0% | +48.3% |
| 5Y | +177.1% | +86.7% | +90.4% | +166.8% |
| All | +177.1% | +84.9% | +92.1% | +166.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling