+474.7%
VRTX vs BAH
+197.5%
+277.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | 0.0% | -3.2% | +3.2% | +0.8% |
| 30D | +11.8% | +19.5% | -7.7% | +6.9% |
| 3M | +3.2% | +11.1% | -7.9% | +0.2% |
| 6M | +21.0% | +16.3% | +4.7% | +15.4% |
| YTD | +19.7% | +4.8% | +14.9% | +15.6% |
| 1Y | +25.0% | +4.9% | +20.1% | +20.3% |
| 3Y | +45.2% | -27.0% | +72.3% | +48.8% |
| 5Y | +189.7% | +5.7% | +184.0% | +152.9% |
| All | +474.7% | +197.5% | +277.2% | +229.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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