+276.2%
HPE vs VRTX
+187.6%
+88.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.6% |
| 7D | +7.9% | -1.6% | +9.4% | +8.1% |
| 30D | -23.5% | +8.0% | -31.5% | -24.3% |
| 3M | -19.1% | +4.3% | -23.4% | -19.7% |
| 6M | +51.4% | +18.9% | +32.5% | +46.3% |
| YTD | +103.4% | +18.8% | +84.6% | +95.9% |
| 1Y | +114.4% | +24.0% | +90.4% | +104.4% |
| 3Y | +224.7% | +42.1% | +182.5% | +193.6% |
| All | +276.2% | +187.6% | +88.6% | +191.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling