+10.8%
HD vs VRTX
+178.3%
-167.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.1% | +1.4% |
| 7D | -2.1% | +0.8% | -2.9% | -2.2% |
| 30D | -8.4% | +12.6% | -21.1% | -10.8% |
| 3M | +4.3% | +23.6% | -19.3% | -0.3% |
| 6M | -11.1% | +14.3% | -25.4% | -13.8% |
| YTD | -4.7% | +20.5% | -25.1% | -8.7% |
| 1Y | -19.8% | +37.6% | -57.4% | -25.3% |
| 3Y | +4.1% | +55.5% | -51.4% | -8.2% |
| All | +10.8% | +178.3% | -167.6% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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