+155.3%
VRTX vs ALHC
-59.7%
+215.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -0.8% |
| 7D | +3.2% | +3.8% | -0.6% | +3.0% |
| 30D | +7.4% | +1.7% | +5.8% | +7.2% |
| 3M | +4.6% | -44.3% | +48.9% | +6.9% |
| 6M | +27.5% | -57.2% | +84.7% | +31.4% |
| YTD | +20.9% | -61.2% | +82.0% | +24.8% |
| 1Y | +30.1% | -53.2% | +83.3% | +33.1% |
| 3Y | +46.6% | +27.8% | +18.8% | +41.4% |
| 5Y | +191.6% | -65.4% | +257.0% | +183.4% |
| All | +155.3% | -59.7% | +215.0% | +141.3% |
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