+474.5%
VRTX vs THC
+1,758.3%
-1,283.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.6% |
| 7D | +3.2% | +8.8% | -5.6% | +2.4% |
| 30D | +7.4% | +10.0% | -2.6% | +6.4% |
| 3M | +4.6% | +11.7% | -7.1% | +3.4% |
| 6M | +27.5% | +52.5% | -25.0% | +22.2% |
| YTD | +20.9% | +46.1% | -25.2% | +16.0% |
| 1Y | +30.1% | +49.1% | -19.0% | +24.5% |
| 3Y | +46.6% | +439.6% | -393.0% | +22.8% |
| 5Y | +191.6% | +263.2% | -71.6% | +148.1% |
| 10Y | +474.5% | +1,900.5% | -1,425.9% | +270.0% |
| All | +474.5% | +1,758.3% | -1,283.8% | +270.0% |
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