+388.5%
HPE vs VRTX
+487.7%
-99.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +13.6% | 0.0% | +13.6% | +13.6% |
| 30D | -27.1% | +11.8% | -38.9% | -28.9% |
| 3M | -14.5% | +3.2% | -17.7% | -15.4% |
| 6M | +66.9% | +21.0% | +45.9% | +58.6% |
| YTD | +111.3% | +19.7% | +91.6% | +100.3% |
| 1Y | +117.5% | +25.0% | +92.5% | +103.8% |
| 3Y | +238.1% | +45.2% | +192.9% | +198.4% |
| 5Y | +292.4% | +189.7% | +102.7% | +186.3% |
| All | +388.5% | +487.7% | -99.2% | +208.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling