-43.7%
KHC vs VRTX
+324.3%
-367.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -2.9% |
| 7D | +1.1% | -2.1% | +3.2% | +1.4% |
| 30D | +12.0% | +8.2% | +3.8% | +10.5% |
| 3M | +0.2% | +13.0% | -12.9% | -1.9% |
| 6M | +10.3% | +27.9% | -17.6% | +5.8% |
| YTD | +6.7% | +20.7% | -13.9% | +2.9% |
| 1Y | +10.9% | +31.4% | -20.6% | +5.2% |
| 3Y | -12.6% | +41.8% | -54.5% | -19.6% |
| 5Y | -16.3% | +183.7% | -200.0% | -32.9% |
| 10Y | -53.2% | +592.9% | -646.1% | -67.0% |
| All | -43.7% | +324.3% | -367.9% | -56.2% |
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