-1.5%
COF vs VRTX
+37.4%
-38.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | +1.8% | +0.8% | +1.0% | +1.6% |
| 30D | -0.6% | +12.6% | -13.2% | -3.5% |
| 3M | +20.3% | +23.6% | -3.3% | +14.3% |
| 6M | +13.0% | +14.3% | -1.3% | +8.9% |
| YTD | -8.3% | +20.5% | -28.8% | -13.5% |
| 1Y | -1.5% | +37.6% | -39.0% | -11.1% |
| All | -1.5% | +37.4% | -38.8% | -11.1% |
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