+426.7%
VRTX vs BLK
+283.5%
+143.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.4% |
| 7D | -5.6% | -3.3% | -2.3% | -4.4% |
| 30D | -2.0% | -6.5% | +4.6% | +0.5% |
| 3M | +15.8% | +6.7% | +9.1% | +12.6% |
| 6M | +4.7% | +14.7% | -10.0% | -1.2% |
| YTD | +13.7% | +2.5% | +11.2% | +11.3% |
| 1Y | +29.7% | -2.8% | +32.5% | +29.3% |
| 3Y | +48.4% | +65.9% | -17.4% | +17.8% |
| 5Y | +173.3% | +33.0% | +140.4% | +132.1% |
| All | +426.7% | +283.5% | +143.2% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 10y: compounded portfolio wealth divided by compounded BLK 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…
10y analysis · Full analysis span regression · 6 months rolling