+456.3%
VRTX vs BWA
+142.7%
+313.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | -6.4% | +0.1% | -6.5% | -6.4% |
| 30D | -0.5% | -5.6% | +5.0% | +0.4% |
| 3M | +16.9% | -10.7% | +27.6% | +18.9% |
| 6M | +13.1% | +23.2% | -10.1% | +8.3% |
| YTD | +14.9% | +46.0% | -31.0% | +5.8% |
| 1Y | +31.4% | +51.2% | -19.7% | +20.1% |
| 3Y | +51.9% | +69.6% | -17.7% | +33.7% |
| 5Y | +177.1% | +86.6% | +90.5% | +133.2% |
| 10Y | +456.3% | +152.3% | +304.0% | +313.7% |
| All | +456.3% | +142.7% | +313.6% | +313.7% |
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 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