+71.6%
CRH vs VRTX
+50.1%
+21.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -6.1% | -5.6% | -0.4% | -4.9% |
| 30D | -9.3% | -2.0% | -7.3% | -8.9% |
| 3M | -15.2% | +15.8% | -31.0% | -17.9% |
| 6M | -14.2% | +4.7% | -18.9% | -15.3% |
| YTD | -28.3% | +13.7% | -41.9% | -30.4% |
| 1Y | -21.8% | +29.7% | -51.5% | -26.2% |
| 3Y | +71.6% | +48.4% | +23.2% | +55.1% |
| All | +71.6% | +50.1% | +21.5% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling