-43.1%
KHC vs VRTX
+323.5%
-366.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | -1.8% | +0.8% | -2.6% | -1.9% |
| 30D | -1.9% | +12.6% | -14.5% | -3.8% |
| 3M | +14.4% | +23.6% | -9.2% | +10.4% |
| 6M | +8.7% | +14.3% | -5.6% | +6.0% |
| YTD | +7.8% | +20.5% | -12.7% | +4.0% |
| 1Y | -1.5% | +37.6% | -39.1% | -7.2% |
| 3Y | -9.9% | +55.5% | -65.4% | -18.4% |
| 5Y | -10.7% | +175.7% | -186.5% | -28.0% |
| 10Y | -55.7% | +474.2% | -529.9% | -67.8% |
| All | -43.1% | +323.5% | -366.6% | -55.7% |
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