+493.1%
VRTX vs BAH
+218.8%
+274.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -0.4% | -1.5% | +1.1% | -0.1% |
| 30D | +8.0% | +17.3% | -9.3% | +3.7% |
| 3M | +11.0% | +14.9% | -3.8% | +7.0% |
| 6M | +28.2% | +14.2% | +13.9% | +22.8% |
| YTD | +21.5% | +5.1% | +16.4% | +17.3% |
| 1Y | +34.5% | +2.1% | +32.5% | +30.6% |
| 3Y | +49.5% | -26.0% | +75.5% | +52.4% |
| 5Y | +188.3% | +9.0% | +179.3% | +148.9% |
| 10Y | +493.1% | +208.8% | +284.3% | +234.8% |
| All | +493.1% | +218.8% | +274.3% | +234.8% |
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