-14.6%
CRH vs VRTX
+37.4%
-52.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.0% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | -5.4% | +12.6% | -18.0% | -8.4% |
| 3M | -11.2% | +23.6% | -34.8% | -16.0% |
| 6M | -15.8% | +14.3% | -30.1% | -19.2% |
| YTD | -23.6% | +20.5% | -44.1% | -27.3% |
| 1Y | -14.6% | +37.6% | -52.2% | -21.5% |
| All | -14.6% | +37.4% | -52.0% | -21.5% |
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