+27.4%
VRTX vs GH
+59.9%
-32.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.4% | -8.2% | +7.8% | +0.3% |
| 30D | +7.9% | -4.9% | +12.8% | +8.1% |
| 3M | +3.3% | -6.2% | +9.5% | +3.5% |
| 6M | +25.7% | +60.0% | -34.3% | +19.4% |
| YTD | +20.7% | +51.5% | -30.9% | +13.0% |
| 1Y | +27.4% | +58.4% | -31.0% | +19.4% |
| All | +27.4% | +59.9% | -32.5% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling