-3.6%
COST vs VRTX
+37.4%
-41.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.9% |
| 7D | -3.1% | +0.8% | -4.0% | -3.2% |
| 30D | -2.8% | +12.6% | -15.4% | -3.9% |
| 3M | -5.7% | +23.6% | -29.3% | -7.4% |
| 6M | -8.8% | +14.3% | -23.0% | -9.9% |
| YTD | +6.7% | +20.5% | -13.8% | +4.6% |
| 1Y | -3.6% | +37.6% | -41.2% | -5.9% |
| All | -3.6% | +37.4% | -41.0% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling