+551.9%
VRTX vs BURL
+258.4%
+293.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.8% | -0.8% |
| 7D | +0.5% | +3.5% | -3.0% | 0.0% |
| 30D | +8.0% | -9.3% | +17.3% | +9.2% |
| 3M | +11.9% | -32.1% | +44.0% | +16.8% |
| 6M | +27.8% | -19.8% | +47.6% | +30.4% |
| YTD | +19.7% | -13.2% | +32.8% | +20.7% |
| 1Y | +30.1% | -7.8% | +37.9% | +29.9% |
| 3Y | +44.2% | +89.3% | -45.1% | +29.0% |
| 5Y | +181.3% | -15.8% | +197.1% | +174.1% |
| All | +551.9% | +258.4% | +293.5% | +451.7% |
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