+27.4%
VRTX vs BAH
+2.3%
+25.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -0.4% | -1.6% | +1.2% | -0.3% |
| 30D | +7.9% | +18.0% | -10.1% | +7.2% |
| 3M | +3.3% | +11.4% | -8.1% | +2.8% |
| 6M | +25.7% | +17.7% | +8.0% | +24.5% |
| YTD | +20.7% | +5.4% | +15.3% | +19.3% |
| 1Y | +27.4% | +2.8% | +24.7% | +26.0% |
| All | +27.4% | +2.3% | +25.2% | +26.0% |
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