+31.4%
VRTX vs BAX
+1.4%
+30.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.3% |
| 7D | -6.4% | -5.1% | -1.3% | -5.8% |
| 30D | -0.5% | -12.2% | +11.6% | +0.9% |
| 3M | +16.9% | +21.8% | -4.9% | +14.5% |
| 6M | +13.1% | +36.3% | -23.2% | +9.4% |
| YTD | +14.9% | +27.8% | -12.9% | +10.3% |
| 1Y | +31.4% | -0.1% | +31.5% | +29.4% |
| All | +31.4% | +1.4% | +30.0% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling