+504.6%
CSX vs VRTX
+473.8%
+30.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.3% |
| 7D | -3.4% | +0.8% | -4.2% | -3.6% |
| 30D | -3.1% | +12.6% | -15.7% | -5.6% |
| 3M | +7.2% | +23.6% | -16.5% | +2.3% |
| 6M | +16.2% | +14.3% | +1.9% | +12.5% |
| YTD | +37.5% | +20.5% | +17.1% | +31.5% |
| 1Y | +53.2% | +37.6% | +15.6% | +42.2% |
| 3Y | +68.2% | +55.5% | +12.7% | +48.5% |
| 5Y | +65.2% | +175.7% | -110.5% | +26.2% |
| All | +504.6% | +473.8% | +30.8% | +347.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling