+184.1%
VRTX vs BAH
-3.4%
+187.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.7% | -1.9% |
| 7D | +0.8% | -3.2% | +4.1% | +1.3% |
| 30D | +12.6% | +2.0% | +10.6% | +12.3% |
| 3M | +23.6% | -7.6% | +31.3% | +24.7% |
| 6M | +14.3% | -5.7% | +20.0% | +14.5% |
| YTD | +20.5% | -11.7% | +32.2% | +21.2% |
| 1Y | +37.6% | -27.4% | +65.0% | +43.0% |
| 3Y | +55.5% | -32.5% | +88.1% | +57.8% |
| All | +184.1% | -3.4% | +187.6% | +159.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling