+1,517.9%
VRTX vs HBM
+456.2%
+1,061.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -1.6% | +2.2% | -3.8% | -1.8% |
| 30D | +8.0% | -11.8% | +19.8% | +9.4% |
| 3M | +4.3% | -19.2% | +23.5% | +6.4% |
| 6M | +18.9% | -22.9% | +41.8% | +20.9% |
| YTD | +18.8% | +7.8% | +11.0% | +15.3% |
| 1Y | +24.0% | +34.9% | -11.0% | +17.1% |
| 3Y | +42.1% | +422.2% | -380.1% | +10.6% |
| 5Y | +187.6% | +192.8% | -5.2% | +131.6% |
| 10Y | +485.4% | +281.1% | +204.3% | +300.5% |
| All | +1,517.9% | +456.2% | +1,061.7% | +707.3% |
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