+104.4%
COST vs VRTX
+175.1%
-70.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.6% |
| 7D | -2.8% | -6.4% | +3.6% | -1.6% |
| 30D | -5.3% | -0.5% | -4.7% | -5.2% |
| 3M | -6.7% | +16.9% | -23.6% | -9.4% |
| 6M | -9.9% | +13.1% | -23.0% | -12.3% |
| YTD | +5.1% | +14.9% | -9.8% | +1.9% |
| 1Y | -7.3% | +31.4% | -38.7% | -12.6% |
| 3Y | +70.4% | +51.9% | +18.5% | +50.1% |
| 5Y | +104.4% | +177.1% | -72.6% | +62.6% |
| All | +104.4% | +175.1% | -70.7% | +62.6% |
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