+489.7%
HPE vs VRTX
+450.9%
+38.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -5.0% | -6.0% |
| 7D | +1.4% | -7.8% | +9.2% | +3.1% |
| 30D | +1.5% | -2.8% | +4.4% | +2.0% |
| 3M | +21.7% | +18.1% | +3.6% | +16.8% |
| 6M | +164.2% | +3.1% | +161.1% | +160.6% |
| YTD | +132.1% | +13.5% | +118.6% | +123.2% |
| 1Y | +130.6% | +32.4% | +98.2% | +113.7% |
| 3Y | +244.1% | +50.0% | +194.1% | +202.2% |
| 5Y | +340.8% | +172.9% | +167.9% | +229.4% |
| All | +489.7% | +450.9% | +38.9% | +298.7% |
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 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