+474.5%
VRTX vs BWA
+95.2%
+379.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | +3.2% | -2.4% | +5.7% | +3.6% |
| 30D | +7.4% | -17.7% | +25.1% | +10.7% |
| 3M | +4.6% | -27.0% | +31.6% | +9.8% |
| 6M | +27.5% | -17.3% | +44.8% | +30.4% |
| YTD | +20.9% | +12.9% | +8.0% | +15.8% |
| 1Y | +30.1% | +12.9% | +17.2% | +24.5% |
| 3Y | +46.6% | +62.1% | -15.5% | +29.1% |
| 5Y | +191.6% | +30.7% | +160.9% | +161.4% |
| 10Y | +474.5% | +89.2% | +385.4% | +360.6% |
| All | +474.5% | +95.2% | +379.3% | +360.6% |
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