+156.6%
VRTX vs ALHC
-61.8%
+218.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | +0.7% |
| 7D | -0.4% | +3.9% | -4.3% | -0.6% |
| 30D | +8.0% | -3.6% | +11.6% | +8.1% |
| 3M | +11.0% | -49.4% | +60.5% | +14.0% |
| 6M | +28.2% | -59.5% | +87.6% | +32.4% |
| YTD | +21.5% | -63.2% | +84.7% | +25.8% |
| 1Y | +34.5% | -55.5% | +90.0% | +38.0% |
| 3Y | +49.5% | +23.0% | +26.4% | +44.4% |
| 5Y | +188.3% | -65.7% | +254.0% | +180.6% |
| All | +156.6% | -61.8% | +218.5% | +143.2% |
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