+12,075.3%
VRTX vs BHP
+4,727.6%
+7,347.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | +3.2% | +3.8% | -0.6% | +2.1% |
| 30D | +7.4% | -6.5% | +13.9% | +9.3% |
| 3M | +4.6% | -8.5% | +13.1% | +7.0% |
| 6M | +27.5% | -2.2% | +29.6% | +27.0% |
| YTD | +20.9% | +40.0% | -19.2% | +7.8% |
| 1Y | +30.1% | +51.3% | -21.2% | +13.4% |
| 3Y | +46.6% | +56.5% | -9.9% | +24.3% |
| 5Y | +191.6% | +130.2% | +61.4% | +112.4% |
| 10Y | +474.5% | +336.5% | +138.0% | +225.3% |
| All | +12,075.3% | +4,727.6% | +7,347.8% | +3,630.4% |
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