+474.7%
VRTX vs HIG
+260.2%
+214.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | 0.0% | -0.1% | +0.2% | 0.0% |
| 30D | +11.8% | +4.4% | +7.5% | +10.8% |
| 3M | +3.2% | 0.0% | +3.2% | +3.1% |
| 6M | +21.0% | +3.8% | +17.3% | +19.8% |
| YTD | +19.7% | +0.7% | +19.0% | +19.1% |
| 1Y | +25.0% | +5.0% | +19.9% | +23.3% |
| 3Y | +45.2% | +95.3% | -50.1% | +24.9% |
| 5Y | +189.7% | +110.8% | +78.9% | +143.4% |
| All | +474.7% | +260.2% | +214.5% | +345.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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