+54.2%
VRTX vs BHP
+87.4%
-33.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.5% |
| 7D | -3.4% | +1.3% | -4.7% | -3.7% |
| 30D | +6.6% | +4.0% | +2.6% | +5.7% |
| 3M | +19.4% | +12.3% | +7.1% | +16.2% |
| 6M | +15.8% | +30.8% | -15.0% | +8.3% |
| YTD | +16.7% | +58.8% | -42.1% | +4.2% |
| 1Y | +33.8% | +76.8% | -43.0% | +16.3% |
| 3Y | +54.2% | +87.5% | -33.3% | +30.3% |
| All | +54.2% | +87.4% | -33.2% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 3y: compounded portfolio wealth divided by compounded BHP 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…
3y analysis · Full analysis span regression · 6 months rolling