+557.4%
VRTX vs BURL
+252.7%
+304.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | -2.1% | +4.1% | -6.2% | -2.6% |
| 30D | +8.2% | -9.5% | +17.7% | +9.4% |
| 3M | +13.0% | -33.5% | +46.5% | +18.2% |
| 6M | +27.9% | -22.1% | +50.0% | +30.9% |
| YTD | +20.7% | -14.6% | +35.2% | +21.9% |
| 1Y | +31.4% | -8.4% | +39.8% | +31.3% |
| 3Y | +41.8% | +86.6% | -44.7% | +27.0% |
| 5Y | +183.7% | -17.2% | +200.8% | +177.0% |
| All | +557.4% | +252.7% | +304.7% | +457.4% |
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