-5.1%
COF vs VRTX
+31.2%
-36.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.6% | -1.9% |
| 7D | +0.7% | +3.7% | -3.0% | -0.2% |
| 30D | +5.7% | +9.0% | -3.3% | +3.6% |
| 3M | -6.7% | +14.7% | -21.4% | -9.7% |
| 6M | +9.5% | +27.7% | -18.2% | +3.5% |
| YTD | -13.9% | +21.1% | -35.0% | -18.6% |
| 1Y | -5.1% | +30.2% | -35.3% | -11.9% |
| All | -5.1% | +31.2% | -36.2% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling