+188.3%
VRTX vs BROS
-47.0%
+235.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.6% | -5.9% | +0.3% |
| 7D | -0.4% | -17.9% | +17.5% | +0.6% |
| 30D | +8.0% | -5.4% | +13.4% | +8.1% |
| 3M | +11.0% | -32.1% | +43.1% | +13.3% |
| 6M | +28.2% | -31.7% | +59.8% | +30.2% |
| YTD | +21.5% | -41.2% | +62.7% | +24.3% |
| 1Y | +34.5% | -32.6% | +67.1% | +36.4% |
| 3Y | +49.5% | +32.7% | +16.8% | +42.8% |
| 5Y | +188.3% | -44.2% | +232.5% | +167.8% |
| All | +188.3% | -47.0% | +235.3% | +167.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling