+43.1%
COF vs VRTX
+171.2%
-128.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -5.1% | -5.6% | +0.5% | -3.9% |
| 30D | -6.0% | -2.0% | -4.1% | -5.6% |
| 3M | +14.8% | +15.8% | -1.0% | +10.9% |
| 6M | +15.3% | +4.7% | +10.7% | +13.8% |
| YTD | -13.0% | +13.7% | -26.7% | -16.1% |
| 1Y | -5.7% | +29.7% | -35.4% | -11.8% |
| 3Y | +118.1% | +48.4% | +69.7% | +89.9% |
| All | +43.1% | +171.2% | -128.1% | +8.0% |
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