+52.3%
VRTX vs HCA
+50.3%
+2.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -3.0% |
| 7D | -3.4% | -2.8% | -0.6% | -3.0% |
| 30D | +6.6% | -2.7% | +9.4% | +7.0% |
| 3M | +19.4% | +11.5% | +7.9% | +17.8% |
| 6M | +15.8% | -24.3% | +40.1% | +19.0% |
| YTD | +16.7% | -13.6% | +30.2% | +18.0% |
| 1Y | +33.8% | -3.2% | +37.0% | +32.3% |
| All | +52.3% | +50.3% | +2.0% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling