+44.6%
VRTX vs BHP
+56.5%
-11.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | +3.2% | +3.8% | -0.6% | +2.5% |
| 30D | +7.4% | -6.5% | +13.9% | +8.8% |
| 3M | +4.6% | -8.5% | +13.1% | +6.3% |
| 6M | +27.5% | -2.2% | +29.6% | +27.1% |
| YTD | +20.9% | +40.0% | -19.2% | +10.7% |
| 1Y | +30.1% | +51.3% | -21.2% | +17.0% |
| All | +44.6% | +56.5% | -11.9% | +27.7% |
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