+497.7%
VRTX vs INVH
+75.4%
+422.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -5.6% | -3.0% | -2.6% | -4.7% |
| 30D | -2.0% | -7.5% | +5.6% | +0.5% |
| 3M | +15.8% | -5.5% | +21.3% | +17.8% |
| 6M | +4.7% | +11.7% | -7.0% | +0.6% |
| YTD | +13.7% | +1.3% | +12.4% | +12.5% |
| 1Y | +29.7% | -6.1% | +35.8% | +31.5% |
| 3Y | +48.4% | -9.8% | +58.2% | +50.3% |
| 5Y | +173.3% | -19.7% | +193.0% | +184.7% |
| All | +497.7% | +75.4% | +422.3% | +358.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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