-13.5%
KHC vs VRTX
+175.7%
-189.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.5% |
| 7D | -2.2% | -3.4% | +1.2% | -1.9% |
| 30D | -0.1% | +6.6% | -6.7% | -0.8% |
| 3M | +8.3% | +19.4% | -11.1% | +6.3% |
| 6M | +5.0% | +15.8% | -10.9% | +3.2% |
| YTD | +8.0% | +16.7% | -8.7% | +6.0% |
| 1Y | -1.1% | +33.8% | -34.9% | -4.7% |
| 3Y | -10.7% | +54.2% | -64.9% | -17.0% |
| 5Y | -13.5% | +176.4% | -189.9% | -21.5% |
| All | -13.5% | +175.7% | -189.3% | -21.5% |
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