+25.9%
CSCO vs VRTX
+24.1%
+1.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.5% | -6.2% |
| 7D | +1.9% | -1.6% | +3.5% | +1.9% |
| 30D | -15.8% | +8.0% | -23.9% | -16.0% |
| 3M | -15.4% | +4.3% | -19.7% | -15.4% |
| 6M | -5.4% | +18.9% | -24.3% | -6.0% |
| YTD | +26.5% | +18.8% | +7.7% | +25.7% |
| 1Y | +25.9% | +24.0% | +1.9% | +24.9% |
| All | +25.9% | +24.1% | +1.8% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling