+180.0%
VRTX vs BROS
+41.2%
+138.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.1% |
| 7D | -3.4% | -0.9% | -2.5% | -3.4% |
| 30D | +6.6% | -13.5% | +20.1% | +7.3% |
| 3M | +19.4% | -18.4% | +37.8% | +20.3% |
| 6M | +15.8% | -10.6% | +26.4% | +15.9% |
| YTD | +16.7% | -25.1% | +41.7% | +17.7% |
| 1Y | +33.8% | -28.6% | +62.5% | +35.2% |
| 3Y | +54.2% | +65.6% | -11.4% | +47.6% |
| All | +180.0% | +41.2% | +138.9% | +172.8% |
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