+11,653.3%
VRTX vs HUM
+4,777.2%
+6,876.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.5% | -3.2% |
| 7D | -3.4% | +2.1% | -5.5% | -3.8% |
| 30D | +6.6% | +4.7% | +1.9% | +5.5% |
| 3M | +19.4% | +13.5% | +5.9% | +15.8% |
| 6M | +15.8% | +126.7% | -110.9% | -3.9% |
| YTD | +16.7% | +58.5% | -41.9% | +3.6% |
| 1Y | +33.8% | +31.7% | +2.1% | +22.7% |
| 3Y | +54.2% | -10.6% | +64.8% | +48.7% |
| 5Y | +176.4% | +2.5% | +173.9% | +155.0% |
| 10Y | +443.5% | +148.7% | +294.9% | +305.8% |
| All | +11,653.3% | +4,777.2% | +6,876.1% | +5,240.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling