+12,036.0%
VRTX vs BHP
+5,281.0%
+6,755.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +0.8% | -2.9% | +3.7% | +1.7% |
| 30D | +12.6% | +3.4% | +9.3% | +11.6% |
| 3M | +23.6% | +4.1% | +19.6% | +21.6% |
| 6M | +14.3% | +20.6% | -6.3% | +7.3% |
| YTD | +20.5% | +56.1% | -35.6% | +4.5% |
| 1Y | +37.6% | +69.6% | -32.0% | +16.2% |
| 3Y | +55.5% | +78.8% | -23.3% | +27.1% |
| 5Y | +175.7% | +113.1% | +62.7% | +106.2% |
| 10Y | +474.2% | +505.9% | -31.7% | +195.7% |
| All | +12,036.0% | +5,281.0% | +6,755.0% | +3,515.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling