+88.1%
CSCO vs VRTX
+183.5%
-95.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -10.2% | -2.1% | -8.1% | -9.9% |
| 30D | -20.1% | +8.2% | -28.3% | -21.1% |
| 3M | -22.4% | +13.0% | -35.4% | -24.0% |
| 6M | +2.8% | +27.9% | -25.1% | -1.8% |
| YTD | +23.6% | +20.7% | +2.9% | +19.0% |
| 1Y | +34.0% | +31.4% | +2.6% | +26.8% |
| 3Y | +89.3% | +41.8% | +47.4% | +72.3% |
| All | +88.1% | +183.5% | -95.4% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling