+54.1%
CSX vs VRTX
+186.8%
-132.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +0.7% | +3.2% | -2.5% | +0.2% |
| 30D | +8.1% | +7.4% | +0.7% | +6.8% |
| 3M | +2.2% | +4.6% | -2.4% | +1.3% |
| 6M | +14.6% | +27.5% | -12.9% | +9.7% |
| YTD | +42.2% | +20.9% | +21.3% | +37.0% |
| 1Y | +47.3% | +30.1% | +17.2% | +40.0% |
| 3Y | +73.5% | +46.6% | +26.9% | +57.9% |
| 5Y | +54.1% | +191.6% | -137.5% | +24.6% |
| All | +54.1% | +186.8% | -132.7% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling