+343.8%
HPE vs VRTX
+175.7%
+168.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.2% | +10.9% | +8.2% |
| 7D | +10.1% | -3.4% | +13.6% | +10.6% |
| 30D | +5.3% | +6.6% | -1.3% | +4.2% |
| 3M | +12.7% | +19.4% | -6.7% | +9.1% |
| 6M | +167.7% | +15.8% | +151.8% | +159.7% |
| YTD | +135.5% | +16.7% | +118.8% | +127.8% |
| 1Y | +143.4% | +33.8% | +109.6% | +128.7% |
| 3Y | +249.2% | +54.2% | +195.0% | +210.5% |
| 5Y | +343.8% | +176.4% | +167.5% | +252.0% |
| All | +343.8% | +175.7% | +168.1% | +252.0% |
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