+1,466.7%
VRTX vs BAH
+1,056.2%
+410.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.3% | +2.1% |
| 7D | -2.1% | -3.5% | +1.4% | -1.2% |
| 30D | +8.2% | +24.3% | -16.1% | +1.8% |
| 3M | +13.0% | +16.3% | -3.3% | +8.0% |
| 6M | +27.9% | +13.6% | +14.3% | +22.1% |
| YTD | +20.7% | +3.5% | +17.2% | +16.5% |
| 1Y | +31.4% | +2.7% | +28.7% | +26.8% |
| 3Y | +41.8% | -26.6% | +68.4% | +45.3% |
| 5Y | +183.7% | +8.5% | +175.2% | +148.8% |
| 10Y | +592.9% | +225.1% | +367.8% | +306.3% |
| All | +1,466.7% | +1,056.2% | +410.5% | +486.9% |
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