+474.7%
VRTX vs THC
+1,818.8%
-1,344.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +11.8% | +7.5% | +4.4% | +11.1% |
| 3M | +3.2% | +7.5% | -4.3% | +2.4% |
| 6M | +21.0% | +46.4% | -25.4% | +16.5% |
| YTD | +19.7% | +44.4% | -24.7% | +15.0% |
| 1Y | +25.0% | +43.4% | -18.5% | +20.0% |
| 3Y | +45.2% | +433.3% | -388.1% | +21.9% |
| 5Y | +189.7% | +262.5% | -72.8% | +146.9% |
| All | +474.7% | +1,818.8% | -1,344.1% | +287.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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