+426.7%
VRTX vs BRO
+294.2%
+132.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -5.6% | -7.3% | +1.7% | -2.8% |
| 30D | -2.0% | -6.9% | +4.9% | +0.7% |
| 3M | +15.8% | +10.7% | +5.2% | +10.8% |
| 6M | +4.7% | -2.7% | +7.4% | +4.8% |
| YTD | +13.7% | -16.3% | +30.0% | +20.4% |
| 1Y | +29.7% | -29.1% | +58.8% | +46.8% |
| 3Y | +48.4% | -7.8% | +56.3% | +44.7% |
| 5Y | +173.3% | +18.7% | +154.6% | +125.6% |
| All | +426.7% | +294.2% | +132.5% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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