+12,057.6%
VRTX vs PH
+20,790.0%
-8,732.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.0% | -0.2% |
| 7D | -2.1% | +2.0% | -4.1% | -3.0% |
| 30D | +8.2% | -3.7% | +11.9% | +9.2% |
| 3M | +13.0% | -14.0% | +27.1% | +18.7% |
| 6M | +27.9% | +2.1% | +25.8% | +25.7% |
| YTD | +20.7% | +5.1% | +15.6% | +16.8% |
| 1Y | +31.4% | +10.9% | +20.5% | +24.6% |
| 3Y | +41.8% | +132.9% | -91.1% | -2.0% |
| 5Y | +183.7% | +200.1% | -16.4% | +71.9% |
| 10Y | +592.9% | +783.8% | -190.9% | +145.4% |
| All | +12,057.6% | +20,790.0% | -8,732.5% | +1,232.1% |
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