+470.2%
VRTX vs BURL
+215.5%
+254.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.4% |
| 7D | +0.8% | -2.8% | +3.6% | +1.1% |
| 30D | +12.6% | -28.2% | +40.8% | +17.1% |
| 3M | +23.6% | -17.6% | +41.2% | +26.2% |
| 6M | +14.3% | -11.8% | +26.1% | +15.3% |
| YTD | +20.5% | -8.1% | +28.6% | +20.8% |
| 1Y | +37.6% | -12.0% | +49.5% | +38.2% |
| 3Y | +55.5% | +63.3% | -7.8% | +41.5% |
| 5Y | +175.7% | -10.8% | +186.6% | +166.8% |
| All | +470.2% | +215.5% | +254.7% | +387.6% |
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