+3,319.2%
VRTX vs BLK
+13,188.7%
-9,869.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.4% |
| 7D | -3.4% | -2.4% | -1.0% | -2.5% |
| 30D | +6.6% | -3.1% | +9.7% | +7.9% |
| 3M | +19.4% | +10.7% | +8.7% | +14.2% |
| 6M | +15.8% | +15.9% | -0.1% | +8.5% |
| YTD | +16.7% | +4.0% | +12.6% | +13.4% |
| 1Y | +33.8% | +1.3% | +32.6% | +31.2% |
| 3Y | +54.2% | +69.6% | -15.4% | +20.6% |
| 5Y | +176.4% | +33.8% | +142.6% | +130.7% |
| 10Y | +443.5% | +276.2% | +167.4% | +182.3% |
| All | +3,319.2% | +13,188.7% | -9,869.6% | +325.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling