+416.4%
CSX vs VRTX
+480.2%
-63.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +8.7% | +7.9% | +0.8% | +7.0% |
| 3M | +4.2% | +3.3% | +0.9% | +3.4% |
| 6M | +16.7% | +25.7% | -9.0% | +10.9% |
| YTD | +44.5% | +20.7% | +23.8% | +38.0% |
| 1Y | +50.3% | +27.4% | +22.8% | +41.9% |
| 3Y | +76.3% | +46.4% | +29.9% | +58.0% |
| 5Y | +58.1% | +194.3% | -136.2% | +19.4% |
| 10Y | +416.4% | +494.6% | -78.2% | +299.7% |
| All | +416.4% | +480.2% | -63.8% | +299.7% |
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