+46.6%
VRTX vs BAX
-15.3%
+62.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | +3.2% | +3.6% | -0.4% | +2.8% |
| 30D | +7.4% | +8.5% | -1.1% | +6.3% |
| 3M | +4.6% | -4.9% | +9.4% | +5.1% |
| 6M | +27.5% | +47.0% | -19.5% | +21.6% |
| YTD | +20.9% | +38.4% | -17.6% | +15.1% |
| 1Y | +30.1% | +49.1% | -19.1% | +22.7% |
| 3Y | +46.6% | -14.9% | +61.5% | +58.2% |
| All | +46.6% | -15.3% | +62.0% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling