+191.6%
VRTX vs BURL
-14.7%
+206.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.4% |
| 7D | +3.2% | +5.9% | -2.6% | +2.7% |
| 30D | +7.4% | -8.3% | +15.7% | +8.1% |
| 3M | +4.6% | -31.6% | +36.2% | +7.6% |
| 6M | +27.5% | -16.6% | +44.1% | +28.7% |
| YTD | +20.9% | -12.1% | +32.9% | +21.4% |
| 1Y | +30.1% | -10.0% | +40.1% | +30.2% |
| 3Y | +46.6% | +94.3% | -47.7% | +36.3% |
| 5Y | +191.6% | -13.2% | +204.8% | +182.5% |
| All | +191.6% | -14.7% | +206.2% | +182.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling