+366.8%
CSCO vs VRTX
+452.7%
-85.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.1% | +0.8% |
| 7D | -0.5% | -3.4% | +2.9% | +0.3% |
| 30D | -10.1% | +6.6% | -16.7% | -11.6% |
| 3M | -11.7% | +19.4% | -31.1% | -16.0% |
| 6M | +40.1% | +15.8% | +24.3% | +34.0% |
| YTD | +43.8% | +16.7% | +27.1% | +36.9% |
| 1Y | +66.6% | +33.8% | +32.8% | +52.6% |
| 3Y | +108.5% | +54.2% | +54.3% | +77.8% |
| 5Y | +114.0% | +176.4% | -62.4% | +49.8% |
| 10Y | +366.8% | +443.5% | -76.7% | +211.9% |
| All | +366.8% | +452.7% | -85.9% | +211.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling