+177.1%
VRTX vs HCA
+73.0%
+104.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -2.4% |
| 7D | -6.4% | +4.9% | -11.3% | -7.3% |
| 30D | -0.5% | +1.9% | -2.4% | -1.0% |
| 3M | +16.9% | +12.7% | +4.2% | +14.0% |
| 6M | +13.1% | -22.3% | +35.4% | +18.0% |
| YTD | +14.9% | -9.3% | +24.3% | +16.2% |
| 1Y | +31.4% | +2.7% | +28.7% | +28.8% |
| 3Y | +51.9% | +57.8% | -5.9% | +32.6% |
| 5Y | +177.1% | +70.3% | +106.7% | +129.0% |
| All | +177.1% | +73.0% | +104.0% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling