+5,846.5%
VRTX vs HIG
+990.3%
+4,856.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.9% |
| 3M | +3.2% | 0.0% | +3.2% | +3.1% |
| 6M | +21.0% | +3.8% | +17.3% | +19.9% |
| YTD | +19.7% | +0.7% | +19.0% | +19.2% |
| 1Y | +25.0% | +5.0% | +19.9% | +23.3% |
| 3Y | +45.2% | +95.3% | -50.1% | +25.9% |
| 5Y | +189.7% | +110.8% | +78.9% | +145.8% |
| 10Y | +489.8% | +261.9% | +227.9% | +328.9% |
| All | +5,846.5% | +990.3% | +4,856.2% | +2,037.2% |
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