+5,760.6%
CRM vs VRTX
+4,776.4%
+984.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +43.7% |
| 6M | +28.3% | +4.7% | +23.6% | +26.4% |
| YTD | -6.0% | +13.7% | -19.7% | -9.4% |
| 1Y | +1.4% | +29.7% | -28.3% | -5.3% |
| 3Y | +11.8% | +48.4% | -36.6% | -0.8% |
| 5Y | -2.0% | +173.3% | -175.4% | -25.5% |
| 10Y | +239.6% | +450.2% | -210.6% | +116.3% |
| All | +5,760.6% | +4,776.4% | +984.2% | +1,606.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling