+2,991.8%
VRTX vs BNS
+1,485.2%
+1,506.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.6% | +0.9% | -2.5% | -2.0% |
| 30D | +8.0% | +2.8% | +5.3% | +6.7% |
| 3M | +4.3% | +3.0% | +1.3% | +2.5% |
| 6M | +18.9% | +23.3% | -4.4% | +7.5% |
| YTD | +18.8% | +29.3% | -10.5% | +4.7% |
| 1Y | +24.0% | +41.7% | -17.7% | +4.8% |
| 3Y | +42.1% | +147.7% | -105.6% | -8.1% |
| 5Y | +187.6% | +79.4% | +108.2% | +112.0% |
| 10Y | +485.4% | +188.5% | +296.9% | +226.2% |
| All | +2,991.8% | +1,485.2% | +1,506.6% | +359.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling