+12,056.2%
VRTX vs BP
+1,154.7%
+10,901.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | +7.9% | -3.1% | +11.0% | +8.6% |
| 3M | +3.3% | +6.2% | -2.9% | +0.9% |
| 6M | +25.7% | +4.8% | +20.9% | +22.6% |
| YTD | +20.7% | +35.2% | -14.5% | +8.1% |
| 1Y | +27.4% | +27.4% | 0.0% | +16.1% |
| 3Y | +46.4% | +49.8% | -3.4% | +23.9% |
| 5Y | +194.3% | +109.4% | +84.9% | +115.7% |
| 10Y | +494.6% | +135.7% | +358.9% | +284.1% |
| All | +12,056.2% | +1,154.7% | +10,901.5% | +4,532.3% |
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