+506.7%
CIEN vs VRTX
+175.7%
+331.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.2% | +9.5% | +7.0% |
| 7D | -5.3% | -3.4% | -1.9% | -4.6% |
| 30D | -17.2% | +6.6% | -23.9% | -18.7% |
| 3M | -26.9% | +19.4% | -46.3% | -30.6% |
| 6M | +16.0% | +15.8% | +0.2% | +10.6% |
| YTD | +45.9% | +16.7% | +29.3% | +39.2% |
| 1Y | +186.8% | +33.8% | +153.0% | +162.8% |
| 3Y | +607.8% | +54.2% | +553.6% | +501.2% |
| 5Y | +506.7% | +176.4% | +330.4% | +336.3% |
| All | +506.7% | +175.7% | +331.0% | +336.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling