+213.9%
HPQ vs VRTX
+457.9%
-244.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.3% |
| 7D | +2.2% | -6.4% | +8.6% | +3.9% |
| 30D | +9.7% | -0.5% | +10.3% | +9.8% |
| 3M | +32.7% | +16.9% | +15.8% | +27.1% |
| 6M | +77.7% | +13.1% | +64.6% | +71.0% |
| YTD | +51.0% | +14.9% | +36.0% | +44.4% |
| 1Y | +18.4% | +31.4% | -13.0% | +9.0% |
| 3Y | +25.6% | +51.9% | -26.3% | +7.8% |
| 5Y | +38.6% | +177.1% | -138.4% | -1.3% |
| All | +213.9% | +457.9% | -244.0% | +114.3% |
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