+12,036.0%
VRTX vs PH
+21,809.7%
-9,773.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +0.8% | -3.1% | +3.9% | +1.9% |
| 30D | +12.6% | -3.2% | +15.9% | +13.7% |
| 3M | +23.6% | +10.6% | +13.0% | +18.5% |
| 6M | +14.3% | -2.1% | +16.4% | +14.3% |
| YTD | +20.5% | +10.2% | +10.3% | +15.1% |
| 1Y | +37.6% | +28.2% | +9.4% | +23.9% |
| 3Y | +55.5% | +134.9% | -79.3% | +7.4% |
| 5Y | +175.7% | +253.6% | -77.9% | +57.2% |
| 10Y | +474.2% | +804.7% | -330.5% | +102.9% |
| All | +12,036.0% | +21,809.7% | -9,773.7% | +1,213.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling