+330.5%
CSCO vs VRTX
+480.2%
-149.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.8% | +2.7% |
| 7D | -2.8% | -0.4% | -2.4% | -2.6% |
| 30D | -12.6% | +7.9% | -20.5% | -14.5% |
| 3M | -16.0% | +3.3% | -19.3% | -16.9% |
| 6M | +2.8% | +25.7% | -22.9% | -3.8% |
| YTD | +33.2% | +20.7% | +12.6% | +25.3% |
| 1Y | +43.1% | +27.4% | +15.7% | +32.5% |
| 3Y | +106.7% | +46.4% | +60.3% | +78.4% |
| 5Y | +103.6% | +194.3% | -90.7% | +38.5% |
| 10Y | +330.5% | +494.6% | -164.1% | +177.4% |
| All | +330.5% | +480.2% | -149.7% | +177.4% |
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