+37.6%
VRTX vs BROS
-35.3%
+72.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.9% | -2.2% |
| 7D | +0.8% | -6.7% | +7.5% | +1.3% |
| 30D | +12.6% | -29.1% | +41.7% | +15.6% |
| 3M | +23.6% | -16.7% | +40.3% | +24.1% |
| 6M | +14.3% | -11.6% | +25.9% | +13.1% |
| YTD | +20.5% | -23.9% | +44.4% | +21.9% |
| 1Y | +37.6% | -34.8% | +72.4% | +43.0% |
| All | +37.6% | -35.3% | +72.9% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling