+116.4%
HPE vs VRTX
+31.2%
+85.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.4% | -9.1% | -4.8% |
| 7D | -17.0% | +3.7% | -20.6% | -16.1% |
| 30D | -26.7% | +9.0% | -35.8% | -25.1% |
| 3M | -4.1% | +14.7% | -18.8% | -1.2% |
| 6M | +75.4% | +27.7% | +47.7% | +80.8% |
| YTD | +111.0% | +21.1% | +89.9% | +118.4% |
| 1Y | +116.4% | +30.2% | +86.2% | +118.9% |
| All | +116.4% | +31.2% | +85.3% | +118.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling