+30.2%
VRTX vs BWA
+17.4%
+12.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.5% | +6.0% | +3.5% |
| 7D | +3.7% | -9.9% | +13.5% | +4.0% |
| 30D | +9.0% | -16.4% | +25.4% | +9.7% |
| 3M | +14.7% | -19.8% | +34.5% | +15.7% |
| 6M | +27.7% | -10.0% | +37.7% | +27.3% |
| YTD | +21.1% | +12.7% | +8.4% | +14.2% |
| 1Y | +30.2% | +15.7% | +14.5% | +21.7% |
| All | +30.2% | +17.4% | +12.8% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling