+177.1%
VRTX vs PHM
+152.6%
+24.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.3% |
| 7D | -6.4% | -3.9% | -2.5% | -5.6% |
| 30D | -0.5% | -8.6% | +8.0% | +1.3% |
| 3M | +16.9% | -2.9% | +19.8% | +17.4% |
| 6M | +13.1% | -5.7% | +18.8% | +14.0% |
| YTD | +14.9% | +1.9% | +13.1% | +13.8% |
| 1Y | +31.4% | -12.3% | +43.8% | +34.0% |
| 3Y | +51.9% | +50.8% | +1.1% | +36.0% |
| 5Y | +177.1% | +157.3% | +19.8% | +114.1% |
| All | +177.1% | +152.6% | +24.5% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 5y: compounded portfolio wealth divided by compounded PHM 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…
5y analysis · Full analysis span regression · 6 months rolling