+10,805.0%
COST vs VRTX
+11,869.8%
-1,064.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 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% | -7.6% |
| 6M | -8.8% | +14.3% | -23.0% | -10.1% |
| YTD | +6.7% | +20.5% | -13.8% | +4.5% |
| 1Y | -3.6% | +37.6% | -41.2% | -6.8% |
| 3Y | +75.1% | +55.5% | +19.5% | +66.1% |
| 5Y | +108.9% | +175.7% | -66.8% | +87.2% |
| 10Y | +586.2% | +474.2% | +112.0% | +466.7% |
| All | +10,805.0% | +11,869.8% | -1,064.8% | +5,908.0% |
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