+22.6%
BAC vs VRTX
+187.6%
-165.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.1% |
| 7D | +3.2% | -1.6% | +4.8% | +3.5% |
| 30D | -0.7% | +8.0% | -8.8% | -2.0% |
| 3M | -20.0% | +4.3% | -24.3% | -20.7% |
| 6M | +3.4% | +18.9% | -15.5% | +0.1% |
| YTD | -5.7% | +18.8% | -24.6% | -9.1% |
| 1Y | -1.4% | +24.0% | -25.4% | -5.7% |
| 3Y | +97.9% | +42.1% | +55.8% | +79.6% |
| All | +22.6% | +187.6% | -165.0% | -3.5% |
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