+5,369.1%
HON vs VRTX
+11,704.9%
-6,335.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | +1.1% | -1.6% | +2.6% | +1.3% |
| 30D | +7.2% | +8.0% | -0.9% | +6.2% |
| 3M | -4.6% | +4.3% | -8.9% | -5.2% |
| 6M | -1.9% | +18.9% | -20.7% | -4.0% |
| YTD | +10.2% | +18.8% | -8.6% | +7.7% |
| 1Y | +8.2% | +24.0% | -15.7% | +5.2% |
| 3Y | +27.6% | +42.1% | -14.5% | +21.2% |
| 5Y | +11.7% | +187.6% | -175.9% | -2.4% |
| 10Y | +154.6% | +485.4% | -330.9% | +102.9% |
| All | +5,369.1% | +11,704.9% | -6,335.8% | +2,996.1% |
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