+474.7%
VRTX vs BURL
+244.4%
+230.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | +11.8% | -4.3% | +16.2% | +12.3% |
| 3M | +3.2% | -28.8% | +32.0% | +7.1% |
| 6M | +21.0% | -12.8% | +33.8% | +22.2% |
| YTD | +19.7% | -12.8% | +32.5% | +20.6% |
| 1Y | +25.0% | -12.3% | +37.2% | +25.6% |
| 3Y | +45.2% | +92.7% | -47.5% | +29.5% |
| 5Y | +189.7% | -6.5% | +196.3% | +177.7% |
| All | +474.7% | +244.4% | +230.3% | +375.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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