+60.7%
COP vs VRTX
+31.2%
+29.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.4% | -8.6% | -4.7% |
| 7D | -8.1% | +3.7% | -11.8% | -7.5% |
| 30D | +6.7% | +9.0% | -2.4% | +8.2% |
| 3M | +16.9% | +14.7% | +2.2% | +19.7% |
| 6M | +11.2% | +27.7% | -16.5% | +16.0% |
| YTD | +49.5% | +21.1% | +28.4% | +53.4% |
| 1Y | +60.7% | +30.2% | +30.5% | +60.5% |
| All | +60.7% | +31.2% | +29.5% | +60.5% |
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