+470.4%
VRTX vs BP
+143.9%
+326.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -1.6% | +3.8% | -5.4% | -2.1% |
| 30D | +8.0% | -5.3% | +13.3% | +8.8% |
| 3M | +4.3% | +9.3% | -5.0% | +2.6% |
| 6M | +18.9% | +7.2% | +11.7% | +17.0% |
| YTD | +18.8% | +38.0% | -19.2% | +11.5% |
| 1Y | +24.0% | +33.2% | -9.3% | +17.1% |
| 3Y | +42.1% | +50.3% | -8.2% | +29.7% |
| 5Y | +187.6% | +114.1% | +73.5% | +138.0% |
| All | +470.4% | +143.9% | +326.5% | +404.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling