+1,463.9%
VRTX vs BAH
+886.2%
+577.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.7% | -1.7% |
| 7D | +0.8% | -3.2% | +4.1% | +1.7% |
| 30D | +12.6% | +2.0% | +10.6% | +12.0% |
| 3M | +23.6% | -7.6% | +31.3% | +25.7% |
| 6M | +14.3% | -5.7% | +20.0% | +14.7% |
| YTD | +20.5% | -11.7% | +32.2% | +22.0% |
| 1Y | +37.6% | -27.4% | +65.0% | +46.9% |
| 3Y | +55.5% | -32.5% | +88.1% | +62.5% |
| 5Y | +175.7% | -3.3% | +179.1% | +149.2% |
| 10Y | +474.2% | +186.0% | +288.2% | +249.0% |
| All | +1,463.9% | +886.2% | +577.7% | +514.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling