+47.1%
CSX vs VRTX
+31.2%
+15.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.4% | -0.8% | +2.1% |
| 7D | +0.1% | +3.7% | -3.5% | -0.4% |
| 30D | +9.7% | +9.0% | +0.7% | +8.4% |
| 3M | +2.3% | +14.7% | -12.4% | +0.1% |
| 6M | +17.1% | +27.7% | -10.7% | +12.4% |
| YTD | +44.9% | +21.1% | +23.8% | +39.6% |
| 1Y | +47.1% | +30.2% | +16.9% | +37.9% |
| All | +47.1% | +31.2% | +15.9% | +37.9% |
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