+110.1%
CIEN vs VRTX
+2,269.3%
-2,159.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.2% |
| 7D | -9.3% | +3.2% | -12.6% | -10.3% |
| 30D | -39.5% | +7.4% | -46.9% | -41.2% |
| 3M | -29.8% | +4.6% | -34.4% | -31.4% |
| 6M | -50.4% | +27.5% | -77.8% | -55.0% |
| YTD | +16.3% | +20.9% | -4.5% | +7.2% |
| 1Y | +30.4% | +30.1% | +0.3% | +16.8% |
| 3Y | +516.6% | +46.6% | +470.0% | +415.8% |
| 5Y | +349.8% | +191.6% | +158.2% | +194.2% |
| 10Y | +1,184.7% | +474.5% | +710.2% | +524.0% |
| All | +110.1% | +2,269.3% | -2,159.1% | -69.2% |
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