+615.5%
VRTX vs BURL
+1,021.0%
-405.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.7% | -4.3% | +2.4% |
| 7D | +3.7% | +10.4% | -6.8% | +2.3% |
| 30D | +9.0% | -4.9% | +14.0% | +9.7% |
| 3M | +14.7% | -29.8% | +44.4% | +19.7% |
| 6M | +27.7% | -16.5% | +44.2% | +29.8% |
| YTD | +21.1% | -10.5% | +31.7% | +21.7% |
| 1Y | +30.2% | -5.3% | +35.5% | +29.5% |
| 3Y | +45.9% | +95.1% | -49.1% | +28.6% |
| 5Y | +182.7% | -12.1% | +194.8% | +172.2% |
| 10Y | +595.3% | +273.2% | +322.2% | +394.5% |
| All | +615.5% | +1,021.0% | -405.5% | +353.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling