+456.3%
VRTX vs BP
+132.0%
+324.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.7% |
| 7D | -6.4% | +4.0% | -10.4% | -7.0% |
| 30D | -0.5% | +7.8% | -8.4% | -1.7% |
| 3M | +16.9% | +8.4% | +8.5% | +15.1% |
| 6M | +13.1% | +15.1% | -2.0% | +9.8% |
| YTD | +14.9% | +36.4% | -21.5% | +8.2% |
| 1Y | +31.4% | +40.9% | -9.5% | +22.8% |
| 3Y | +51.9% | +38.8% | +13.1% | +40.5% |
| 5Y | +177.1% | +141.1% | +36.0% | +121.9% |
| 10Y | +456.3% | +133.9% | +322.4% | +345.0% |
| All | +456.3% | +132.0% | +324.3% | +345.0% |
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