+105.2%
HL vs VRTX
+11,869.8%
-11,764.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.3% |
| 7D | +1.5% | +0.8% | +0.7% | +1.4% |
| 30D | +25.1% | +12.6% | +12.4% | +24.0% |
| 3M | +22.9% | +23.6% | -0.7% | +21.0% |
| 6M | -4.9% | +14.3% | -19.2% | -5.8% |
| YTD | +7.8% | +20.5% | -12.6% | +6.4% |
| 1Y | +133.9% | +37.6% | +96.3% | +128.6% |
| 3Y | +380.9% | +55.5% | +325.4% | +363.1% |
| 5Y | +230.2% | +175.7% | +54.5% | +204.9% |
| 10Y | +265.6% | +474.2% | -208.6% | +223.6% |
| All | +105.2% | +11,869.8% | -11,764.5% | +86.8% |
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