+621.7%
HPE vs VRTX
+381.5%
+240.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -4.0% |
| 7D | -0.6% | +0.8% | -1.4% | -0.7% |
| 30D | -2.3% | +12.6% | -14.9% | -4.8% |
| 3M | -2.9% | +23.6% | -26.5% | -7.6% |
| 6M | +143.6% | +14.3% | +129.3% | +134.7% |
| YTD | +118.5% | +20.5% | +98.1% | +107.7% |
| 1Y | +129.2% | +37.6% | +91.6% | +110.9% |
| 3Y | +212.5% | +55.5% | +157.0% | +173.1% |
| 5Y | +286.9% | +175.7% | +111.2% | +190.3% |
| 10Y | +432.3% | +474.2% | -41.9% | +233.8% |
| All | +621.7% | +381.5% | +240.3% | +371.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling