+420.1%
CORZ vs VRTX
+25.0%
+395.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +0.1% |
| 7D | +8.4% | +0.8% | +7.5% | +8.3% |
| 30D | -17.8% | +12.6% | -30.5% | -18.4% |
| 3M | -35.9% | +23.6% | -59.5% | -37.4% |
| 6M | +12.9% | +14.3% | -1.3% | +11.4% |
| YTD | +22.9% | +20.5% | +2.4% | +20.4% |
| 1Y | +31.4% | +37.6% | -6.2% | +26.2% |
| All | +420.1% | +25.0% | +395.1% | +404.1% |
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