+5,862.8%
COF vs VRTX
+7,432.7%
-1,569.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | +1.8% | +0.8% | +1.0% | +1.7% |
| 30D | -0.6% | +12.6% | -13.2% | -2.9% |
| 3M | +20.3% | +23.6% | -3.3% | +15.4% |
| 6M | +13.0% | +14.3% | -1.3% | +9.9% |
| YTD | -8.3% | +20.5% | -28.8% | -11.9% |
| 1Y | -1.5% | +37.6% | -39.0% | -7.7% |
| 3Y | +122.3% | +55.5% | +66.7% | +100.4% |
| 5Y | +52.5% | +175.7% | -123.3% | +22.4% |
| 10Y | +264.9% | +474.2% | -209.3% | +147.0% |
| All | +5,862.8% | +7,432.7% | -1,569.9% | +1,695.1% |
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 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