+2,407.0%
HPQ vs VRTX
+11,704.9%
-9,297.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +3.2% | -1.6% | +4.7% | +3.4% |
| 30D | -3.6% | +8.0% | -11.7% | -4.7% |
| 3M | -5.3% | +4.3% | -9.6% | -6.0% |
| 6M | +41.1% | +18.9% | +22.3% | +37.1% |
| YTD | +36.9% | +18.8% | +18.1% | +32.6% |
| 1Y | +23.5% | +24.0% | -0.4% | +18.9% |
| 3Y | +19.6% | +42.1% | -22.6% | +11.5% |
| 5Y | +11.4% | +187.6% | -176.2% | -6.6% |
| 10Y | +160.6% | +485.4% | -324.8% | +94.7% |
| All | +2,407.0% | +11,704.9% | -9,297.9% | +923.2% |
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