+41.5%
CSX vs VRTX
+32.1%
+9.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.5% |
| 7D | -5.5% | -2.1% | -3.4% | -5.3% |
| 30D | +4.9% | +8.2% | -3.3% | +3.8% |
| 3M | -2.9% | +13.0% | -15.9% | -4.6% |
| 6M | +8.3% | +27.9% | -19.6% | +4.1% |
| YTD | +36.7% | +20.7% | +16.1% | +31.9% |
| 1Y | +41.5% | +31.4% | +10.1% | +33.0% |
| All | +41.5% | +32.1% | +9.4% | +33.0% |
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