+12,075.3%
VRTX vs BAX
+637.7%
+11,437.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +3.2% | +3.6% | -0.4% | +2.0% |
| 30D | +7.4% | +8.5% | -1.1% | +4.0% |
| 3M | +4.6% | -4.9% | +9.4% | +5.7% |
| 6M | +27.5% | +47.0% | -19.5% | +10.3% |
| YTD | +20.9% | +38.4% | -17.6% | +4.7% |
| 1Y | +30.1% | +49.1% | -19.1% | +9.7% |
| 3Y | +46.6% | -14.9% | +61.5% | +42.8% |
| 5Y | +191.6% | -63.1% | +254.7% | +277.6% |
| 10Y | +474.5% | -35.6% | +510.1% | +501.1% |
| All | +12,075.3% | +637.7% | +11,437.6% | +7,033.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling