+176.4%
VRTX vs BAX
-67.0%
+243.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -2.6% |
| 7D | -3.4% | -2.4% | -1.0% | -3.0% |
| 30D | +6.6% | -9.7% | +16.3% | +8.3% |
| 3M | +19.4% | +29.3% | -9.9% | +14.4% |
| 6M | +15.8% | +40.7% | -24.8% | +9.2% |
| YTD | +16.7% | +30.3% | -13.6% | +10.5% |
| 1Y | +33.8% | +3.4% | +30.4% | +31.4% |
| 3Y | +54.2% | -32.0% | +86.2% | +60.7% |
| 5Y | +176.4% | -66.9% | +243.2% | +245.9% |
| All | +176.4% | -67.0% | +243.4% | +245.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling