-47.5%
COIN vs VRTX
+138.0%
-185.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.9% |
| 7D | -10.6% | -7.8% | -2.8% | -7.4% |
| 30D | +16.0% | -2.8% | +18.8% | +17.5% |
| 3M | +11.9% | +18.1% | -6.2% | +4.3% |
| 6M | -12.3% | +3.1% | -15.4% | -13.6% |
| YTD | -23.8% | +13.5% | -37.3% | -27.9% |
| 1Y | -45.4% | +32.4% | -77.8% | -51.4% |
| 3Y | +109.9% | +50.0% | +59.9% | +62.1% |
| 5Y | -30.6% | +172.9% | -203.5% | -58.8% |
| All | -47.5% | +138.0% | -185.6% | -68.7% |
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