+470.4%
VRTX vs BWA
+94.2%
+376.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.6% | +4.3% | -5.8% | -2.2% |
| 30D | +8.0% | -13.0% | +21.1% | +10.4% |
| 3M | +4.3% | -24.8% | +29.1% | +8.9% |
| 6M | +18.9% | -23.5% | +42.4% | +23.3% |
| YTD | +18.8% | +13.8% | +5.0% | +13.6% |
| 1Y | +24.0% | +13.4% | +10.5% | +18.6% |
| 3Y | +42.1% | +62.8% | -20.6% | +25.2% |
| 5Y | +187.6% | +28.5% | +159.1% | +159.0% |
| All | +470.4% | +94.2% | +376.2% | +364.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling