+184.1%
VRTX vs BN
+37.9%
+146.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | +0.8% | -2.5% | +3.3% | +1.3% |
| 30D | +12.6% | -9.5% | +22.1% | +15.0% |
| 3M | +23.6% | -10.4% | +34.0% | +26.5% |
| 6M | +14.3% | -6.4% | +20.6% | +15.5% |
| YTD | +20.5% | -11.9% | +32.3% | +23.0% |
| 1Y | +37.6% | -8.6% | +46.2% | +39.1% |
| 3Y | +55.5% | +77.6% | -22.0% | +34.5% |
| All | +184.1% | +37.9% | +146.3% | +153.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling