+1,369.7%
CRWD vs VRTX
+216.4%
+1,153.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | 0.0% |
| 7D | -2.4% | +0.8% | -3.2% | -2.8% |
| 30D | +1.5% | +12.6% | -11.1% | -3.3% |
| 3M | +18.5% | +23.6% | -5.1% | +8.6% |
| 6M | +109.1% | +14.3% | +94.8% | +96.5% |
| YTD | +81.8% | +20.5% | +61.4% | +66.8% |
| 1Y | +106.7% | +37.6% | +69.1% | +78.8% |
| 3Y | +428.7% | +55.5% | +373.1% | +307.5% |
| 5Y | +206.4% | +175.7% | +30.6% | +71.6% |
| All | +1,369.7% | +216.4% | +1,153.2% | +498.3% |
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