+2,571.2%
CMCSA vs VRTX
+11,889.7%
-9,318.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +0.7% | -0.4% | +1.1% | +0.7% |
| 30D | +21.0% | +7.9% | +13.1% | +19.7% |
| 3M | -0.9% | +3.3% | -4.2% | -1.5% |
| 6M | +2.9% | +25.7% | -22.8% | -0.6% |
| YTD | -5.9% | +20.7% | -26.6% | -8.8% |
| 1Y | +2.5% | +27.4% | -25.0% | -1.5% |
| 3Y | -28.3% | +46.4% | -74.7% | -33.2% |
| 5Y | -40.8% | +194.3% | -235.1% | -50.4% |
| 10Y | +5.4% | +494.6% | -489.2% | -21.6% |
| All | +2,571.2% | +11,889.7% | -9,318.5% | +847.4% |
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