+154.9%
VRTX vs ALHC
-61.5%
+216.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +1.0% |
| 7D | -2.1% | +1.0% | -3.1% | -2.2% |
| 30D | +8.2% | -14.2% | +22.3% | +8.7% |
| 3M | +13.0% | -45.1% | +58.2% | +15.6% |
| 6M | +27.9% | -59.5% | +87.5% | +32.2% |
| YTD | +20.7% | -62.8% | +83.5% | +24.8% |
| 1Y | +31.4% | -55.5% | +86.9% | +34.8% |
| 3Y | +41.8% | +25.7% | +16.1% | +36.8% |
| 5Y | +183.7% | -66.8% | +250.5% | +176.3% |
| All | +154.9% | -61.5% | +216.4% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling