+42.1%
VRTX vs BAH
-26.8%
+69.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | -1.6% | +1.7% | -3.3% | -1.7% |
| 30D | +8.0% | +20.8% | -12.7% | +6.3% |
| 3M | +4.3% | +11.6% | -7.3% | +3.2% |
| 6M | +18.9% | +23.1% | -4.2% | +16.6% |
| YTD | +18.8% | +5.3% | +13.5% | +17.2% |
| 1Y | +24.0% | +6.1% | +17.8% | +22.0% |
| 3Y | +42.1% | -27.5% | +69.6% | +47.3% |
| All | +42.1% | -26.8% | +69.0% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling