+30.0%
HL vs VRTX
+11,704.9%
-11,674.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.8% |
| 7D | -11.1% | -1.6% | -9.6% | -11.0% |
| 30D | -12.1% | +8.0% | -20.1% | -12.6% |
| 3M | -26.1% | +4.3% | -30.4% | -26.3% |
| 6M | -37.7% | +18.9% | -56.6% | -38.5% |
| YTD | -31.7% | +18.8% | -50.5% | -32.5% |
| 1Y | -11.6% | +24.0% | -35.6% | -13.0% |
| 3Y | +249.6% | +42.1% | +207.5% | +238.9% |
| 5Y | +108.5% | +187.6% | -79.1% | +92.0% |
| 10Y | +127.0% | +485.4% | -358.5% | +100.8% |
| All | +30.0% | +11,704.9% | -11,674.9% | +18.4% |
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