+760.1%
COST vs VRTX
+483.3%
+276.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +5.0% | -1.6% | +6.5% | +5.3% |
| 30D | +12.8% | +8.0% | +4.8% | +11.2% |
| 3M | +15.2% | +4.3% | +10.9% | +14.1% |
| 6M | +7.4% | +18.9% | -11.5% | +3.7% |
| YTD | +29.0% | +18.8% | +10.2% | +24.2% |
| 1Y | +20.3% | +24.0% | -3.7% | +14.7% |
| 3Y | +99.0% | +42.1% | +56.9% | +81.2% |
| 5Y | +125.7% | +187.6% | -61.9% | +77.5% |
| All | +760.1% | +483.3% | +276.8% | +555.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling