-0.8%
CRM vs VRTX
+171.2%
-172.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | -4.4% | -5.6% | +1.2% | -3.1% |
| 30D | +28.1% | -2.0% | +30.1% | +28.7% |
| 3M | +48.8% | +15.8% | +33.0% | +44.1% |
| 6M | +28.3% | +4.7% | +23.6% | +26.8% |
| YTD | -6.0% | +13.7% | -19.7% | -9.1% |
| 1Y | +1.4% | +29.7% | -28.3% | -5.1% |
| 3Y | +11.8% | +48.4% | -36.6% | -2.0% |
| All | -0.8% | +171.2% | -172.0% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling