+2,684.9%
CMCSA vs VRTX
+11,869.8%
-9,184.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | -2.1% | +0.8% | -2.9% | -2.2% |
| 30D | +7.0% | +12.6% | -5.6% | +5.2% |
| 3M | +15.1% | +23.6% | -8.5% | +11.5% |
| 6M | -15.4% | +14.3% | -29.6% | -17.2% |
| YTD | -1.9% | +20.5% | -22.4% | -4.8% |
| 1Y | -12.7% | +37.6% | -50.3% | -17.0% |
| 3Y | -31.0% | +55.5% | -86.6% | -36.3% |
| 5Y | -46.1% | +175.7% | -221.8% | -54.4% |
| 10Y | +10.8% | +474.2% | -463.4% | -17.3% |
| All | +2,684.9% | +11,869.8% | -9,184.9% | +888.4% |
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