+5,884.9%
VRTX vs HIG
+1,002.1%
+4,882.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.9% |
| 7D | +0.8% | +0.3% | +0.5% | +0.8% |
| 30D | +12.6% | -3.2% | +15.9% | +13.3% |
| 3M | +23.6% | +9.1% | +14.5% | +21.4% |
| 6M | +14.3% | -1.8% | +16.1% | +14.5% |
| YTD | +20.5% | +1.8% | +18.7% | +19.8% |
| 1Y | +37.6% | +4.6% | +33.0% | +35.9% |
| 3Y | +55.5% | +101.6% | -46.1% | +34.0% |
| 5Y | +175.7% | +124.5% | +51.3% | +131.1% |
| 10Y | +474.2% | +317.8% | +156.4% | +306.6% |
| All | +5,884.9% | +1,002.1% | +4,882.8% | +2,048.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling