+52.4%
COP vs VRTX
+33.8%
+18.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.7% | +0.2% |
| 7D | -0.8% | -3.4% | +2.6% | -1.2% |
| 30D | +15.6% | +6.6% | +9.0% | +16.6% |
| 3M | +14.3% | +19.4% | -5.1% | +17.7% |
| 6M | +17.0% | +15.8% | +1.2% | +20.0% |
| YTD | +47.4% | +16.7% | +30.8% | +50.3% |
| 1Y | +52.4% | +33.8% | +18.6% | +56.3% |
| All | +52.4% | +33.8% | +18.6% | +56.3% |
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