+32.4%
VRTX vs BROS
-33.2%
+65.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.0% |
| 7D | -7.8% | -6.1% | -1.7% | -7.3% |
| 30D | -2.8% | -12.4% | +9.5% | -1.9% |
| 3M | +18.1% | -27.9% | +46.0% | +20.3% |
| 6M | +3.1% | -16.8% | +19.9% | +2.5% |
| YTD | +13.5% | -29.0% | +42.5% | +15.5% |
| 1Y | +32.4% | -33.2% | +65.6% | +41.2% |
| All | +32.4% | -33.2% | +65.6% | +41.2% |
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