+267.9%
VRTX vs USHY
+50.7%
+217.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.1% | -3.1% |
| 7D | -3.4% | 0.0% | -3.5% | -3.5% |
| 30D | +6.6% | 0.0% | +6.6% | +6.6% |
| 3M | +19.4% | +1.2% | +18.2% | +17.7% |
| 6M | +15.8% | +2.6% | +13.2% | +12.2% |
| YTD | +16.7% | +2.4% | +14.2% | +13.3% |
| 1Y | +33.8% | +4.2% | +29.6% | +27.3% |
| 3Y | +54.2% | +28.0% | +26.1% | +14.6% |
| 5Y | +176.4% | +21.8% | +154.6% | +121.0% |
| All | +267.9% | +50.7% | +217.2% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded USHY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling