+1,460.5%
CIEN vs VRTX
+441.1%
+1,019.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -4.6% | -6.4% | +1.8% | -2.9% |
| 30D | -12.8% | -0.5% | -12.3% | -12.9% |
| 3M | -23.1% | +16.9% | -40.0% | -27.0% |
| 6M | +6.1% | +13.1% | -7.0% | +1.1% |
| YTD | +44.5% | +14.9% | +29.6% | +37.3% |
| 1Y | +176.6% | +31.4% | +145.2% | +151.7% |
| 3Y | +601.0% | +51.9% | +549.0% | +493.9% |
| 5Y | +509.1% | +177.1% | +332.1% | +322.3% |
| 10Y | +1,460.5% | +456.3% | +1,004.2% | +827.9% |
| All | +1,460.5% | +441.1% | +1,019.4% | +827.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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