+494.6%
VRTX vs HBM
+274.8%
+219.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -0.4% | -1.3% | +0.9% | -0.3% |
| 30D | +7.9% | -14.8% | +22.7% | +9.4% |
| 3M | +3.3% | -20.7% | +24.0% | +5.3% |
| 6M | +25.7% | -13.9% | +39.6% | +26.2% |
| YTD | +20.7% | +10.6% | +10.0% | +17.3% |
| 1Y | +27.4% | +32.4% | -4.9% | +21.5% |
| 3Y | +46.4% | +432.0% | -385.6% | +17.3% |
| 5Y | +194.3% | +205.5% | -11.2% | +142.9% |
| 10Y | +494.6% | +291.1% | +203.5% | +313.7% |
| All | +494.6% | +274.8% | +219.8% | +313.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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