+176.4%
VRTX vs BWA
+88.6%
+87.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.9% |
| 7D | -3.4% | +4.3% | -7.7% | -3.9% |
| 30D | +6.6% | -2.9% | +9.5% | +6.9% |
| 3M | +19.4% | -12.4% | +31.8% | +21.0% |
| 6M | +15.8% | +28.6% | -12.7% | +11.9% |
| YTD | +16.7% | +48.2% | -31.6% | +9.9% |
| 1Y | +33.8% | +50.9% | -17.1% | +25.6% |
| 3Y | +54.2% | +72.2% | -18.0% | +40.9% |
| 5Y | +176.4% | +91.1% | +85.3% | +143.7% |
| All | +176.4% | +88.6% | +87.8% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling