+4,114.9%
COP vs VRTX
+11,869.8%
-7,754.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.9% |
| 7D | +3.0% | +0.8% | +2.2% | +2.9% |
| 30D | +17.5% | +12.6% | +4.8% | +16.2% |
| 3M | +13.4% | +23.6% | -10.3% | +11.0% |
| 6M | +17.7% | +14.3% | +3.5% | +15.9% |
| YTD | +46.6% | +20.5% | +26.1% | +43.4% |
| 1Y | +44.6% | +37.6% | +7.0% | +39.6% |
| 3Y | +20.7% | +55.5% | -34.9% | +14.2% |
| 5Y | +185.0% | +175.7% | +9.3% | +154.2% |
| 10Y | +347.0% | +474.2% | -127.2% | +271.0% |
| All | +4,114.9% | +11,869.8% | -7,754.9% | +2,514.8% |
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