+59,274.2%
CSCO vs VRTX
+11,891.0%
+47,383.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.3% |
| 3M | -22.4% | +13.0% | -35.4% | -24.2% |
| 6M | +2.8% | +27.9% | -25.1% | -2.0% |
| YTD | +23.6% | +20.7% | +2.9% | +18.7% |
| 1Y | +34.0% | +31.4% | +2.6% | +26.7% |
| 3Y | +89.3% | +41.8% | +47.4% | +73.8% |
| 5Y | +87.9% | +183.7% | -95.8% | +51.4% |
| 10Y | +314.9% | +592.9% | -278.0% | +180.7% |
| All | +59,274.2% | +11,891.0% | +47,383.2% | +16,867.1% |
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 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