+177.1%
VRTX vs HBM
+392.2%
-215.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -6.4% | +5.5% | -11.9% | -6.8% |
| 30D | -0.5% | +3.3% | -3.8% | -0.9% |
| 3M | +16.9% | +12.7% | +4.3% | +15.5% |
| 6M | +13.1% | +28.2% | -15.1% | +10.0% |
| YTD | +14.9% | +45.3% | -30.4% | +10.8% |
| 1Y | +31.4% | +121.7% | -90.3% | +22.6% |
| 3Y | +51.9% | +523.5% | -471.6% | +28.9% |
| 5Y | +177.1% | +393.9% | -216.8% | +141.0% |
| All | +177.1% | +392.2% | -215.2% | +141.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling