+470.4%
VRTX vs PH
+700.2%
-229.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | +4.3% | -5.9% | -2.6% |
| 30D | +8.0% | +0.1% | +7.9% | +7.7% |
| 3M | +4.3% | -9.4% | +13.7% | +6.5% |
| 6M | +18.9% | +8.8% | +10.1% | +15.5% |
| YTD | +18.8% | +9.6% | +9.2% | +15.0% |
| 1Y | +24.0% | +14.4% | +9.5% | +18.6% |
| 3Y | +42.1% | +134.5% | -92.4% | +9.7% |
| 5Y | +187.6% | +204.4% | -16.9% | +100.8% |
| All | +470.4% | +700.2% | -229.8% | +195.3% |
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