+188.2%
VRTX vs BNS
+78.5%
+109.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.6% | +0.9% | -2.5% | -1.8% |
| 30D | +8.0% | +2.8% | +5.3% | +7.3% |
| 3M | +4.3% | +3.0% | +1.3% | +3.3% |
| 6M | +18.9% | +23.3% | -4.4% | +11.9% |
| YTD | +18.8% | +29.3% | -10.5% | +10.0% |
| 1Y | +24.0% | +41.7% | -17.7% | +11.8% |
| 3Y | +42.1% | +147.7% | -105.6% | +7.3% |
| All | +188.2% | +78.5% | +109.7% | +136.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling