+185.2%
VRTX vs BROS
+10.5%
+174.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.2% | -1.1% |
| 7D | -1.6% | +6.3% | -7.9% | -1.9% |
| 30D | +8.0% | -8.3% | +16.4% | +8.3% |
| 3M | +4.3% | -29.8% | +34.1% | +5.9% |
| 6M | +18.9% | -25.8% | +44.7% | +20.0% |
| YTD | +18.8% | -41.4% | +60.2% | +21.1% |
| 1Y | +24.0% | -35.2% | +59.1% | +25.7% |
| 3Y | +42.1% | +32.8% | +9.4% | +37.4% |
| 5Y | +187.6% | -42.2% | +229.7% | +179.9% |
| All | +185.2% | +10.5% | +174.7% | +180.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling