+184.1%
VRTX vs THC
+250.3%
-66.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | +12.6% | +1.3% | +11.4% | +12.4% |
| 3M | +23.6% | +64.2% | -40.6% | +17.3% |
| 6M | +14.3% | +8.3% | +6.0% | +12.7% |
| YTD | +20.5% | +33.4% | -12.9% | +16.2% |
| 1Y | +37.6% | +37.7% | -0.1% | +31.9% |
| 3Y | +55.5% | +236.8% | -181.2% | +32.7% |
| All | +184.1% | +250.3% | -66.2% | +142.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling