+70.6%
VRTX vs BAM
+86.2%
-15.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -2.1% | +9.7% | -11.8% | -3.6% |
| 30D | +8.2% | +19.0% | -10.8% | +5.2% |
| 3M | +13.0% | +0.6% | +12.5% | +12.7% |
| 6M | +27.9% | +11.1% | +16.8% | +25.4% |
| YTD | +20.7% | +4.2% | +16.5% | +19.1% |
| 1Y | +31.4% | +3.3% | +28.1% | +29.8% |
| 3Y | +41.8% | +88.8% | -46.9% | +28.9% |
| All | +70.6% | +86.2% | -15.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling