+12,036.0%
VRTX vs BP
+1,114.5%
+10,921.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | +0.8% | +3.9% | -3.1% | -0.3% |
| 30D | +12.6% | +7.6% | +5.0% | +10.2% |
| 3M | +23.6% | +0.7% | +22.9% | +22.7% |
| 6M | +14.3% | +15.5% | -1.2% | +8.1% |
| YTD | +20.5% | +30.8% | -10.4% | +9.4% |
| 1Y | +37.6% | +34.3% | +3.3% | +23.6% |
| 3Y | +55.5% | +35.1% | +20.5% | +36.2% |
| 5Y | +175.7% | +126.8% | +48.9% | +97.0% |
| 10Y | +474.2% | +123.4% | +350.8% | +279.2% |
| All | +12,036.0% | +1,114.5% | +10,921.5% | +4,591.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling