+322.1%
CORZ vs VRTX
+23.3%
+298.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +23.5% | -1.6% | +25.0% | +23.5% |
| 30D | +7.5% | +8.0% | -0.6% | +7.1% |
| 3M | -26.6% | +4.3% | -30.9% | -26.7% |
| 6M | -39.5% | +18.9% | -58.4% | -40.6% |
| YTD | -0.3% | +18.8% | -19.1% | -2.2% |
| 1Y | -4.2% | +24.0% | -28.2% | -6.6% |
| All | +322.1% | +23.3% | +298.8% | +309.6% |
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