Does MySQL update indexes on virtual columns on tables that are being replicated from a master?

We use statement based bin log master-slave replication with MySQL 5.7. We use the slave for analytics and so add additional indexes and things not required on the master. I recently tried to add a virtual column and indexed it. Unfortunately, it seems that none of the new data being replicated ends up in the index. When I query the new rows, the generated column values are present and correct but when I filter the table on the generated column values, none of the rows created since the index was created are returned. Am I doing something wrong here or is this not supported with bin log replication?