+470.4%
VRTX vs BR
+277.7%
+192.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | -1.6% | +1.1% | -2.6% | -1.9% |
| 30D | +8.0% | +14.4% | -6.3% | +3.0% |
| 3M | +4.3% | +12.4% | -8.1% | -0.2% |
| 6M | +18.9% | +35.4% | -16.6% | +6.0% |
| YTD | +18.8% | -12.2% | +31.0% | +23.2% |
| 1Y | +24.0% | -12.7% | +36.7% | +29.0% |
| 3Y | +42.1% | +14.3% | +27.9% | +28.3% |
| 5Y | +187.6% | +19.3% | +168.3% | +149.2% |
| All | +470.4% | +277.7% | +192.7% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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