+188.2%
VRTX vs HALO
+156.0%
+32.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.6% | -3.2% | +1.7% | -1.0% |
| 30D | +8.0% | -14.2% | +22.2% | +10.5% |
| 3M | +4.3% | -0.4% | +4.7% | +4.0% |
| 6M | +18.9% | +43.2% | -24.3% | +11.2% |
| YTD | +18.8% | +49.0% | -30.2% | +10.3% |
| 1Y | +24.0% | +40.8% | -16.9% | +15.9% |
| 3Y | +42.1% | +167.4% | -125.2% | +16.3% |
| All | +188.2% | +156.0% | +32.3% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 5y: compounded portfolio wealth divided by compounded HALO 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…
5y analysis · Full analysis span regression · 6 months rolling