+50.1%
VRTX vs BNS
+127.2%
-77.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -6.4% | -1.3% | -5.1% | -6.1% |
| 30D | -0.5% | +4.0% | -4.5% | -1.4% |
| 3M | +16.9% | +13.8% | +3.1% | +13.4% |
| 6M | +13.1% | +32.7% | -19.6% | +5.5% |
| YTD | +14.9% | +27.6% | -12.7% | +8.0% |
| 1Y | +31.4% | +47.4% | -16.0% | +18.9% |
| All | +50.1% | +127.2% | -77.1% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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