+456.3%
VRTX vs BAH
+186.6%
+269.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -6.4% | -1.3% | -5.1% | -6.1% |
| 30D | -0.5% | -6.6% | +6.1% | +1.2% |
| 3M | +16.9% | -7.2% | +24.1% | +18.6% |
| 6M | +13.1% | -10.0% | +23.1% | +15.0% |
| YTD | +14.9% | -12.5% | +27.4% | +16.5% |
| 1Y | +31.4% | -27.9% | +59.3% | +40.3% |
| 3Y | +51.9% | -31.4% | +83.3% | +56.0% |
| 5Y | +177.1% | -3.2% | +180.3% | +143.4% |
| 10Y | +456.3% | +191.5% | +264.8% | +208.5% |
| All | +456.3% | +186.6% | +269.6% | +208.5% |
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