-45.0%
CMCSA vs VRTX
+175.7%
-220.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.5% | 0.0% |
| 7D | +0.1% | -3.4% | +3.5% | +0.8% |
| 30D | +3.8% | +6.6% | -2.8% | +2.4% |
| 3M | +12.3% | +19.4% | -7.1% | +8.2% |
| 6M | -15.4% | +15.8% | -31.2% | -18.1% |
| YTD | -2.5% | +16.7% | -19.2% | -6.0% |
| 1Y | -13.4% | +33.8% | -47.2% | -18.9% |
| 3Y | -30.4% | +54.2% | -84.5% | -39.8% |
| 5Y | -45.0% | +176.4% | -221.4% | -58.6% |
| All | -45.0% | +175.7% | -220.8% | -58.6% |
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