+233.0%
BAC vs VRTX
+480.2%
-247.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -1.9% | -0.4% | -1.5% | -1.8% |
| 30D | -7.2% | +7.9% | -15.1% | -8.8% |
| 3M | -20.4% | +3.3% | -23.7% | -21.2% |
| 6M | +1.3% | +25.7% | -24.4% | -4.1% |
| YTD | -6.4% | +20.7% | -27.1% | -11.0% |
| 1Y | -3.5% | +27.4% | -31.0% | -9.4% |
| 3Y | +96.7% | +46.4% | +50.3% | +74.4% |
| 5Y | +20.6% | +194.3% | -173.7% | -11.5% |
| 10Y | +233.0% | +494.6% | -261.6% | +131.0% |
| All | +233.0% | +480.2% | -247.2% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 10y: compounded portfolio wealth divided by compounded VRTX 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…
10y analysis · Full analysis span regression · 6 months rolling