+189.5%
VRTX vs GH
+481.7%
-292.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.4% | -2.1% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +12.6% | -1.1% | +13.7% | +12.7% |
| 3M | +23.6% | +21.3% | +2.3% | +20.7% |
| 6M | +14.3% | +73.5% | -59.2% | +6.9% |
| YTD | +20.5% | +58.0% | -37.6% | +13.6% |
| 1Y | +37.6% | +163.1% | -125.5% | +22.0% |
| 3Y | +55.5% | +361.0% | -305.5% | +23.8% |
| 5Y | +175.7% | +22.5% | +153.2% | +147.9% |
| All | +189.5% | +481.7% | -292.1% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling