+31.4%
VRTX vs BWA
+48.6%
-17.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | -6.4% | +0.1% | -6.5% | -6.4% |
| 30D | -0.5% | -5.6% | +5.0% | -0.2% |
| 3M | +16.9% | -10.7% | +27.6% | +17.6% |
| 6M | +13.1% | +23.2% | -10.1% | +11.0% |
| YTD | +14.9% | +46.0% | -31.0% | +7.6% |
| 1Y | +31.4% | +51.2% | -19.7% | +21.5% |
| All | +31.4% | +48.6% | -17.2% | +21.5% |
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