+113.3%
CSCO vs VRTX
+178.3%
-65.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +0.9% |
| 7D | -0.7% | +0.8% | -1.5% | -0.8% |
| 30D | -10.1% | +12.6% | -22.8% | -11.8% |
| 3M | -15.7% | +23.6% | -39.3% | -18.7% |
| 6M | +36.3% | +14.3% | +22.0% | +32.9% |
| YTD | +43.8% | +20.5% | +23.4% | +38.7% |
| 1Y | +63.9% | +37.6% | +26.4% | +54.2% |
| 3Y | +104.4% | +55.5% | +48.8% | +82.9% |
| All | +113.3% | +178.3% | -65.1% | +70.4% |
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 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