+443.5%
VRTX vs PH
+794.6%
-351.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | +6.6% | -10.8% | +17.4% | +9.8% |
| 3M | +19.4% | +8.5% | +10.9% | +16.4% |
| 6M | +15.8% | +3.9% | +11.9% | +14.0% |
| YTD | +16.7% | +9.4% | +7.2% | +13.2% |
| 1Y | +33.8% | +26.8% | +7.0% | +24.6% |
| 3Y | +54.2% | +140.8% | -86.6% | +16.9% |
| 5Y | +176.4% | +253.8% | -77.4% | +81.5% |
| 10Y | +443.5% | +792.3% | -348.8% | +100.8% |
| All | +443.5% | +794.6% | -351.1% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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