+4,121.5%
COP vs VRTX
+11,973.9%
-7,852.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -8.4% | -0.4% | -8.0% | -8.4% |
| 30D | +0.3% | +8.0% | -7.7% | -0.5% |
| 3M | +15.1% | +11.0% | +4.1% | +13.8% |
| 6M | +19.8% | +28.2% | -8.4% | +16.7% |
| YTD | +46.8% | +21.5% | +25.3% | +43.4% |
| 1Y | +59.7% | +34.5% | +25.2% | +54.4% |
| 3Y | +28.7% | +49.5% | -20.8% | +22.1% |
| 5Y | +110.7% | +188.3% | -77.6% | +87.0% |
| 10Y | +298.3% | +493.1% | -194.8% | +229.7% |
| All | +4,121.5% | +11,973.9% | -7,852.4% | +2,514.2% |
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