+1,844.2%
VRTX vs BR
+1,321.0%
+523.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.2% | -0.6% |
| 7D | +0.8% | -5.3% | +6.1% | +3.3% |
| 30D | +12.6% | +6.4% | +6.2% | +9.5% |
| 3M | +23.6% | +13.6% | +10.0% | +16.1% |
| 6M | +14.3% | -6.7% | +21.0% | +16.5% |
| YTD | +20.5% | -21.1% | +41.6% | +31.8% |
| 1Y | +37.6% | -29.6% | +67.1% | +58.6% |
| 3Y | +55.5% | -2.4% | +57.9% | +49.1% |
| 5Y | +175.7% | +11.2% | +164.5% | +141.1% |
| 10Y | +474.2% | +191.8% | +282.4% | +190.7% |
| All | +1,844.2% | +1,321.0% | +523.2% | +310.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling