+50.1%
VRTX vs USHY
+27.6%
+22.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.2% |
| 7D | -6.4% | -0.1% | -6.3% | -6.2% |
| 30D | -0.5% | 0.0% | -0.5% | -0.4% |
| 3M | +16.9% | +0.8% | +16.1% | +15.4% |
| 6M | +13.1% | +1.9% | +11.2% | +9.7% |
| YTD | +14.9% | +2.3% | +12.7% | +11.0% |
| 1Y | +31.4% | +4.1% | +27.3% | +23.4% |
| All | +50.1% | +27.6% | +22.4% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling