+147.9%
CIEN vs VRTX
+2,261.6%
-2,113.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.8% |
| 7D | -15.2% | +0.8% | -16.0% | -15.4% |
| 30D | -21.5% | +12.6% | -34.1% | -24.8% |
| 3M | -40.1% | +23.6% | -63.7% | -44.6% |
| 6M | -6.6% | +14.3% | -20.8% | -11.7% |
| YTD | +37.3% | +20.5% | +16.8% | +27.4% |
| 1Y | +174.5% | +37.6% | +137.0% | +142.8% |
| 3Y | +562.3% | +55.5% | +506.7% | +446.0% |
| 5Y | +463.9% | +175.7% | +288.2% | +277.8% |
| 10Y | +1,302.4% | +474.2% | +828.2% | +582.2% |
| All | +147.9% | +2,261.6% | -2,113.7% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling