+10,822.4%
VRTX vs BWA
+3,492.4%
+7,330.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -3.0% |
| 7D | +0.8% | +5.7% | -4.8% | -0.9% |
| 30D | +12.6% | +1.4% | +11.2% | +12.0% |
| 3M | +23.6% | -12.1% | +35.7% | +27.7% |
| 6M | +14.3% | +28.6% | -14.3% | +4.4% |
| YTD | +20.5% | +51.1% | -30.6% | +3.2% |
| 1Y | +37.6% | +55.9% | -18.3% | +16.4% |
| 3Y | +55.5% | +70.1% | -14.6% | +23.9% |
| 5Y | +175.7% | +90.7% | +85.1% | +103.6% |
| 10Y | +474.2% | +154.0% | +320.2% | +247.4% |
| All | +10,822.4% | +3,492.4% | +7,330.0% | +1,935.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling