+62,552.9%
CSCO vs VRTX
+11,973.9%
+50,579.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +5.0% |
| 7D | -2.9% | -0.4% | -2.5% | -2.9% |
| 30D | -16.7% | +8.0% | -24.7% | -17.9% |
| 3M | -18.4% | +11.0% | -29.5% | -20.1% |
| 6M | +2.9% | +28.2% | -25.2% | -1.9% |
| YTD | +30.4% | +21.5% | +8.9% | +25.1% |
| 1Y | +41.4% | +34.5% | +6.8% | +33.1% |
| 3Y | +104.7% | +49.5% | +55.2% | +86.3% |
| 5Y | +96.9% | +188.3% | -91.3% | +58.3% |
| 10Y | +321.5% | +493.1% | -171.6% | +192.9% |
| All | +62,552.9% | +11,973.9% | +50,579.0% | +17,783.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling