+12,235.0%
HD vs VRTX
+11,891.0%
+344.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -2.0% |
| 7D | +4.3% | -2.1% | +6.4% | +4.6% |
| 30D | +20.2% | +8.2% | +12.0% | +19.0% |
| 3M | -1.0% | +13.0% | -14.0% | -2.5% |
| 6M | +7.9% | +27.9% | -20.0% | +4.6% |
| YTD | +2.0% | +20.7% | -18.7% | -0.5% |
| 1Y | -4.3% | +31.4% | -35.7% | -7.6% |
| 3Y | +25.9% | +41.8% | -15.9% | +19.3% |
| 5Y | +5.8% | +183.7% | -177.9% | -8.1% |
| 10Y | +262.5% | +592.9% | -330.3% | +180.7% |
| All | +12,235.0% | +11,891.0% | +344.0% | +6,003.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling