+12,057.6%
VRTX vs THC
+404.3%
+11,653.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -2.1% | +3.7% | -5.8% | -2.7% |
| 30D | +8.2% | +9.0% | -0.8% | +6.8% |
| 3M | +13.0% | +10.4% | +2.6% | +11.3% |
| 6M | +27.9% | +45.7% | -17.7% | +20.4% |
| YTD | +20.7% | +42.6% | -21.9% | +13.4% |
| 1Y | +31.4% | +38.8% | -7.3% | +23.7% |
| 3Y | +41.8% | +418.8% | -377.0% | +7.2% |
| 5Y | +183.7% | +275.7% | -92.0% | +117.1% |
| 10Y | +592.9% | +1,496.2% | -903.4% | +255.0% |
| All | +12,057.6% | +404.3% | +11,653.3% | +4,696.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling