+53.6%
CSX vs VRTX
+180.0%
-126.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -2.1% |
| 7D | -2.7% | +0.5% | -3.2% | -2.8% |
| 30D | +7.0% | +8.0% | -1.0% | +5.6% |
| 3M | -0.3% | +11.9% | -12.2% | -2.3% |
| 6M | +13.5% | +27.8% | -14.3% | +8.6% |
| YTD | +41.5% | +19.7% | +21.8% | +36.5% |
| 1Y | +45.8% | +30.1% | +15.7% | +38.5% |
| 3Y | +74.4% | +44.2% | +30.2% | +59.1% |
| 5Y | +53.6% | +181.3% | -127.7% | +24.5% |
| All | +53.6% | +180.0% | -126.4% | +24.5% |
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