+258.5%
VRTX vs USHY
+49.7%
+208.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -5.6% | -0.7% | -4.9% | -4.8% |
| 30D | -2.0% | -0.7% | -1.3% | -1.1% |
| 3M | +15.8% | +0.1% | +15.8% | +15.8% |
| 6M | +4.7% | +1.8% | +2.9% | +2.5% |
| YTD | +13.7% | +1.8% | +11.9% | +11.4% |
| 1Y | +29.7% | +3.3% | +26.4% | +24.8% |
| 3Y | +48.4% | +27.0% | +21.5% | +11.5% |
| 5Y | +173.3% | +21.0% | +152.3% | +120.3% |
| All | +258.5% | +49.7% | +208.8% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling