+30.1%
VRTX vs BWA
+13.5%
+16.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.5% |
| 7D | +3.2% | -2.4% | +5.7% | +3.3% |
| 30D | +7.4% | -17.7% | +25.1% | +8.2% |
| 3M | +4.6% | -27.0% | +31.6% | +6.0% |
| 6M | +27.5% | -17.3% | +44.8% | +27.7% |
| YTD | +20.9% | +12.9% | +8.0% | +13.9% |
| 1Y | +30.1% | +12.9% | +17.2% | +22.4% |
| All | +30.1% | +13.5% | +16.6% | +22.4% |
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