+189.2%
VRTX vs BROS
+43.3%
+145.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.9% | -2.2% |
| 7D | +0.8% | -6.7% | +7.5% | +1.1% |
| 30D | +12.6% | -29.1% | +41.7% | +14.4% |
| 3M | +23.6% | -16.7% | +40.3% | +24.4% |
| 6M | +14.3% | -11.6% | +25.9% | +14.4% |
| YTD | +20.5% | -23.9% | +44.4% | +21.4% |
| 1Y | +37.6% | -34.8% | +72.4% | +39.5% |
| 3Y | +55.5% | +62.1% | -6.5% | +49.0% |
| All | +189.2% | +43.3% | +145.8% | +181.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling