+18.7%
HPQ vs VRTX
+37.4%
-18.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.4% |
| 7D | +6.9% | +0.8% | +6.1% | +6.9% |
| 30D | +14.4% | +12.6% | +1.8% | +13.4% |
| 3M | +25.6% | +23.6% | +2.0% | +23.2% |
| 6M | +75.0% | +14.3% | +60.8% | +73.0% |
| YTD | +50.7% | +20.5% | +30.2% | +47.1% |
| 1Y | +18.7% | +37.6% | -18.9% | +15.1% |
| All | +18.7% | +37.4% | -18.7% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling