-10.0%
CRM vs VRTX
+31.2%
-41.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.2% | +1.6% |
| 7D | -6.2% | +3.7% | -9.8% | -6.8% |
| 30D | -1.2% | +9.0% | -10.2% | -2.7% |
| 3M | +19.1% | +14.7% | +4.4% | +16.7% |
| 6M | +23.0% | +27.7% | -4.8% | +19.3% |
| YTD | -13.7% | +21.1% | -34.8% | -16.3% |
| 1Y | -10.0% | +30.2% | -40.2% | -15.7% |
| All | -10.0% | +31.2% | -41.2% | -15.7% |
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