+113.0%
COP vs VRTX
+183.5%
-70.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -11.5% | -2.1% | -9.4% | -11.4% |
| 30D | +5.0% | +8.2% | -3.2% | +4.2% |
| 3M | +17.5% | +13.0% | +4.5% | +16.1% |
| 6M | +16.2% | +27.9% | -11.7% | +13.1% |
| YTD | +48.8% | +20.7% | +28.1% | +45.1% |
| 1Y | +64.1% | +31.4% | +32.7% | +57.9% |
| 3Y | +25.7% | +41.8% | -16.2% | +16.5% |
| All | +113.0% | +183.5% | -70.5% | +69.7% |
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 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