+1,545.8%
VRTX vs HBM
+471.0%
+1,074.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.1% | -0.1% |
| 7D | +3.2% | +2.4% | +0.8% | +2.9% |
| 30D | +7.4% | -16.0% | +23.4% | +9.3% |
| 3M | +4.6% | -21.3% | +25.9% | +7.0% |
| 6M | +27.5% | -12.2% | +39.7% | +27.7% |
| YTD | +20.9% | +10.7% | +10.2% | +17.0% |
| 1Y | +30.1% | +30.3% | -0.2% | +23.3% |
| 3Y | +46.6% | +432.2% | -385.6% | +13.9% |
| 5Y | +191.6% | +218.8% | -27.2% | +132.3% |
| 10Y | +474.5% | +281.4% | +193.2% | +293.3% |
| All | +1,545.8% | +471.0% | +1,074.8% | +718.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling