+7.1%
CRM vs VRTX
+37.4%
-30.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.6% |
| 7D | +1.3% | +0.8% | +0.4% | +1.1% |
| 30D | +34.3% | +12.6% | +21.7% | +31.8% |
| 3M | +37.7% | +23.6% | +14.1% | +34.0% |
| 6M | +34.9% | +14.3% | +20.7% | +33.4% |
| YTD | -1.6% | +20.5% | -22.1% | -4.7% |
| 1Y | +7.1% | +37.6% | -30.4% | -0.2% |
| All | +7.1% | +37.4% | -30.2% | -0.2% |
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