+10.3%
HPQ vs VRTX
+191.0%
-180.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -3.2% | -0.4% | -2.9% | -3.2% |
| 30D | -3.0% | +7.9% | -10.9% | -4.6% |
| 3M | +0.6% | +3.3% | -2.7% | -0.3% |
| 6M | +36.6% | +25.7% | +10.9% | +29.6% |
| YTD | +35.0% | +20.7% | +14.3% | +28.6% |
| 1Y | +23.1% | +27.4% | -4.4% | +15.7% |
| 3Y | +18.6% | +46.4% | -27.8% | +4.2% |
| 5Y | +10.3% | +194.3% | -184.0% | -27.1% |
| All | +10.3% | +191.0% | -180.6% | -27.1% |
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 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