+493.1%
VRTX vs BP
+132.1%
+361.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.4% | -6.9% | +6.5% | +0.6% |
| 30D | +8.0% | -3.6% | +11.6% | +8.4% |
| 3M | +11.0% | +8.4% | +2.6% | +9.4% |
| 6M | +28.2% | +5.3% | +22.8% | +26.4% |
| YTD | +21.5% | +33.2% | -11.7% | +14.7% |
| 1Y | +34.5% | +28.2% | +6.4% | +27.8% |
| 3Y | +49.5% | +49.2% | +0.2% | +36.2% |
| 5Y | +188.3% | +102.9% | +85.4% | +140.6% |
| 10Y | +493.1% | +127.7% | +365.4% | +412.0% |
| All | +493.1% | +132.1% | +361.0% | +412.0% |
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