+1,715.8%
VRTX vs BIL
+30.4%
+1,685.4%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.9% |
| 7D | -2.1% | -0.3% | -1.8% | -2.8% |
| 30D | +8.2% | 0.0% | +8.2% | +8.2% |
| 3M | +13.0% | +0.3% | +12.7% | +14.1% |
| 6M | +27.9% | +1.2% | +26.7% | +32.7% |
| YTD | +20.7% | +2.5% | +18.2% | +29.6% |
| 1Y | +31.4% | +3.0% | +28.4% | +43.7% |
| 3Y | +41.8% | +13.2% | +28.7% | +106.2% |
| 5Y | +183.7% | +19.4% | +164.2% | +389.1% |
| 10Y | +592.9% | +25.2% | +567.7% | +1,306.2% |
| All | +1,715.8% | +30.4% | +1,685.4% | +3,474.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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