+470.4%
VRTX vs HIG
+261.7%
+208.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | -1.6% | +2.6% | -4.2% | -2.1% |
| 30D | +8.0% | +4.2% | +3.9% | +7.1% |
| 3M | +4.3% | +0.2% | +4.1% | +4.1% |
| 6M | +18.9% | +4.6% | +14.3% | +17.5% |
| YTD | +18.8% | +1.1% | +17.7% | +18.2% |
| 1Y | +24.0% | +4.7% | +19.3% | +22.3% |
| 3Y | +42.1% | +95.5% | -53.3% | +22.2% |
| 5Y | +187.6% | +111.7% | +75.9% | +141.4% |
| All | +470.4% | +261.7% | +208.7% | +341.9% |
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