+33.8%
VRTX vs BAH
-27.4%
+61.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.2% | -3.1% |
| 7D | -3.4% | -4.3% | +0.9% | -3.2% |
| 30D | +6.6% | -4.5% | +11.1% | +6.9% |
| 3M | +19.4% | -7.6% | +27.0% | +19.1% |
| 6M | +15.8% | -10.6% | +26.4% | +15.7% |
| YTD | +16.7% | -12.6% | +29.2% | +16.0% |
| 1Y | +33.8% | -27.0% | +60.8% | +36.3% |
| All | +33.8% | -27.4% | +61.2% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling