+146.4%
VRTX vs ALHC
-29.3%
+175.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -3.4% | -1.0% | -2.5% | -3.4% |
| 30D | +6.6% | -6.3% | +13.0% | +6.9% |
| 3M | +19.4% | -12.3% | +31.7% | +19.7% |
| 6M | +15.8% | -27.0% | +42.8% | +16.8% |
| YTD | +16.7% | -31.8% | +48.5% | +17.9% |
| 1Y | +33.8% | -17.0% | +50.8% | +34.0% |
| 3Y | +54.2% | +159.8% | -105.7% | +44.0% |
| 5Y | +176.4% | -25.1% | +201.5% | +161.2% |
| All | +146.4% | -29.3% | +175.8% | +128.0% |
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