+432.5%
VRTX vs HIG
+314.3%
+118.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.6% |
| 7D | -6.4% | -0.5% | -5.9% | -6.3% |
| 30D | -0.5% | -2.8% | +2.3% | 0.0% |
| 3M | +16.9% | +6.3% | +10.6% | +15.3% |
| 6M | +13.1% | -0.1% | +13.2% | +12.9% |
| YTD | +14.9% | +0.4% | +14.5% | +14.6% |
| 1Y | +31.4% | +6.2% | +25.2% | +29.3% |
| 3Y | +51.9% | +101.6% | -49.7% | +29.0% |
| 5Y | +177.1% | +119.8% | +57.2% | +129.1% |
| All | +432.5% | +314.3% | +118.3% | +225.9% |
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