+10,841.8%
VRTX vs BWA
+2,496.1%
+8,345.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.8% | 0.0% |
| 7D | -2.1% | -5.5% | +3.4% | -0.5% |
| 30D | +8.2% | -21.7% | +29.9% | +16.1% |
| 3M | +13.0% | -25.6% | +38.7% | +22.7% |
| 6M | +27.9% | -17.4% | +45.4% | +33.4% |
| YTD | +20.7% | +9.2% | +11.5% | +13.5% |
| 1Y | +31.4% | +9.7% | +21.7% | +23.2% |
| 3Y | +41.8% | +54.6% | -12.8% | +15.9% |
| 5Y | +183.7% | +26.8% | +156.9% | +137.1% |
| 10Y | +592.9% | +89.0% | +503.9% | +355.7% |
| All | +10,841.8% | +2,496.1% | +8,345.7% | +2,136.7% |
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 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