+426.7%
VRTX vs HCA
+511.6%
-84.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -5.6% | +5.4% | -11.0% | -6.7% |
| 30D | -2.0% | +3.0% | -4.9% | -2.6% |
| 3M | +15.8% | +13.0% | +2.8% | +12.6% |
| 6M | +4.7% | -20.3% | +24.9% | +9.3% |
| YTD | +13.7% | -8.2% | +21.9% | +14.8% |
| 1Y | +29.7% | +6.7% | +23.0% | +26.3% |
| 3Y | +48.4% | +60.4% | -11.9% | +30.0% |
| 5Y | +173.3% | +73.4% | +99.9% | +130.8% |
| All | +426.7% | +511.6% | -84.9% | +225.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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