+9.7%
CRM vs VRTX
+49.8%
-40.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -8.1% | -7.8% | -0.3% | -6.6% |
| 30D | +23.1% | -2.8% | +25.9% | +23.8% |
| 3M | +42.5% | +18.1% | +24.4% | +38.5% |
| 6M | +25.3% | +3.1% | +22.2% | +24.8% |
| YTD | -7.8% | +13.5% | -21.3% | -10.2% |
| 1Y | +1.0% | +32.4% | -31.4% | -4.7% |
| All | +9.7% | +49.8% | -40.1% | -3.0% |
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 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