+72.9%
BAC vs VRTX
+175.7%
-102.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.1% |
| 7D | +1.2% | -3.4% | +4.6% | +1.7% |
| 30D | -0.7% | +6.6% | -7.3% | -1.9% |
| 3M | +16.9% | +19.4% | -2.5% | +13.3% |
| 6M | +29.6% | +15.8% | +13.8% | +26.1% |
| YTD | +15.3% | +16.7% | -1.4% | +11.7% |
| 1Y | +28.8% | +33.8% | -5.0% | +21.7% |
| 3Y | +136.4% | +54.2% | +82.2% | +111.3% |
| 5Y | +72.9% | +176.4% | -103.5% | +42.3% |
| All | +72.9% | +175.7% | -102.8% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling