+1,275.6%
VRTX vs BG
+1,131.5%
+144.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | +0.8% | +2.8% | -2.0% | +0.2% |
| 30D | +12.6% | +12.0% | +0.6% | +9.9% |
| 3M | +23.6% | -7.7% | +31.3% | +25.2% |
| 6M | +14.3% | +4.5% | +9.8% | +12.4% |
| YTD | +20.5% | +35.7% | -15.2% | +11.8% |
| 1Y | +37.6% | +50.1% | -12.5% | +24.5% |
| 3Y | +55.5% | +12.6% | +42.9% | +47.6% |
| 5Y | +175.7% | +75.4% | +100.3% | +131.7% |
| 10Y | +474.2% | +150.5% | +323.7% | +317.2% |
| All | +1,275.6% | +1,131.5% | +144.1% | +748.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling