+3,206.3%
VRTX vs BIDU
+1,083.9%
+2,122.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -1.6% | -4.6% | +3.0% | -0.8% |
| 30D | +8.0% | -4.5% | +12.6% | +8.9% |
| 3M | +4.3% | -25.4% | +29.6% | +9.3% |
| 6M | +18.9% | -48.1% | +67.0% | +32.0% |
| YTD | +18.8% | -40.2% | +59.0% | +27.6% |
| 1Y | +24.0% | -35.2% | +59.2% | +30.9% |
| 3Y | +42.1% | -27.1% | +69.3% | +41.8% |
| 5Y | +187.6% | -54.2% | +241.8% | +192.8% |
| 10Y | +485.4% | -52.0% | +537.5% | +443.5% |
| All | +3,206.3% | +1,083.9% | +2,122.4% | +1,463.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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