+426.7%
VRTX vs HUM
+152.7%
+274.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.4% |
| 7D | -5.6% | +2.1% | -7.7% | -6.1% |
| 30D | -2.0% | +5.4% | -7.4% | -3.2% |
| 3M | +15.8% | +11.4% | +4.4% | +12.4% |
| 6M | +4.7% | +141.5% | -136.8% | -16.5% |
| YTD | +13.7% | +61.2% | -47.5% | -0.9% |
| 1Y | +29.7% | +49.2% | -19.4% | +14.5% |
| 3Y | +48.4% | -9.0% | +57.5% | +45.9% |
| 5Y | +173.3% | +7.2% | +166.2% | +145.3% |
| All | +426.7% | +152.7% | +274.0% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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