+5,053.2%
HON vs VRTX
+11,869.8%
-6,816.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.2% |
| 7D | -3.6% | +0.8% | -4.4% | -3.7% |
| 30D | -15.3% | +12.6% | -27.9% | -16.5% |
| 3M | -7.9% | +23.6% | -31.5% | -10.2% |
| 6M | -18.1% | +14.3% | -32.3% | -19.4% |
| YTD | +3.8% | +20.5% | -16.6% | +1.4% |
| 1Y | +0.5% | +37.6% | -37.1% | -3.4% |
| 3Y | +19.8% | +55.5% | -35.8% | +12.6% |
| 5Y | +2.9% | +175.7% | -172.8% | -9.6% |
| 10Y | +134.6% | +474.2% | -339.6% | +87.1% |
| All | +5,053.2% | +11,869.8% | -6,816.5% | +2,814.4% |
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