+49.5%
VRTX vs BN
+102.8%
-53.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.2% | -0.2% |
| 7D | -0.4% | +3.6% | -4.1% | -1.3% |
| 30D | +8.0% | +15.9% | -7.9% | +4.3% |
| 3M | +11.0% | -2.3% | +13.4% | +11.4% |
| 6M | +28.2% | -8.4% | +36.6% | +30.4% |
| YTD | +21.5% | -5.9% | +27.4% | +22.1% |
| 1Y | +34.5% | -5.6% | +40.1% | +34.9% |
| 3Y | +49.5% | +104.2% | -54.8% | +24.8% |
| All | +49.5% | +102.8% | -53.3% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling