+138.4%
HLT vs VRTX
+171.2%
-32.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.6% | -5.6% | +4.0% | -0.6% |
| 30D | -5.0% | -2.0% | -3.1% | -4.7% |
| 3M | -10.4% | +15.8% | -26.2% | -12.8% |
| 6M | +3.2% | +4.7% | -1.4% | +2.1% |
| YTD | +6.7% | +13.7% | -7.0% | +3.8% |
| 1Y | +10.3% | +29.7% | -19.4% | +4.5% |
| 3Y | +99.3% | +48.4% | +50.9% | +77.1% |
| All | +138.4% | +171.2% | -32.8% | +89.7% |
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