+177.1%
VRTX vs BNS
+93.4%
+83.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.6% |
| 3M | +16.9% | +13.8% | +3.1% | +12.7% |
| 6M | +13.1% | +32.7% | -19.6% | +4.3% |
| YTD | +14.9% | +27.6% | -12.7% | +6.9% |
| 1Y | +31.4% | +47.4% | -16.0% | +17.2% |
| 3Y | +51.9% | +129.0% | -77.1% | +17.6% |
| 5Y | +177.1% | +92.7% | +84.4% | +121.1% |
| All | +177.1% | +93.4% | +83.7% | +121.1% |
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