+191.6%
VRTX vs BAX
-62.5%
+254.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | +3.2% | +3.6% | -0.4% | +2.7% |
| 30D | +7.4% | +8.5% | -1.1% | +5.9% |
| 3M | +4.6% | -4.9% | +9.4% | +5.2% |
| 6M | +27.5% | +47.0% | -19.5% | +19.3% |
| YTD | +20.9% | +38.4% | -17.6% | +13.1% |
| 1Y | +30.1% | +49.1% | -19.1% | +20.1% |
| 3Y | +46.6% | -14.9% | +61.5% | +45.8% |
| 5Y | +191.6% | -63.1% | +254.7% | +270.8% |
| All | +191.6% | -62.5% | +254.1% | +270.8% |
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