+70.8%
VRTX vs BAM
+88.1%
-17.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.3% |
| 7D | +3.2% | +5.0% | -1.8% | +2.4% |
| 30D | +7.4% | +16.6% | -9.2% | +4.7% |
| 3M | +4.6% | +2.2% | +2.4% | +4.0% |
| 6M | +27.5% | +9.7% | +17.8% | +25.2% |
| YTD | +20.9% | +5.2% | +15.6% | +19.1% |
| 1Y | +30.1% | +3.9% | +26.2% | +28.3% |
| 3Y | +46.6% | +91.5% | -44.9% | +32.9% |
| All | +70.8% | +88.1% | -17.3% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling