+7,497.4%
CSX vs VRTX
+11,790.4%
-4,293.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -2.2% |
| 7D | -2.7% | +0.5% | -3.2% | -2.8% |
| 30D | +7.0% | +8.0% | -1.0% | +6.2% |
| 3M | -0.3% | +11.9% | -12.2% | -1.5% |
| 6M | +13.5% | +27.8% | -14.3% | +10.5% |
| YTD | +41.5% | +19.7% | +21.8% | +38.5% |
| 1Y | +45.8% | +30.1% | +15.7% | +41.4% |
| 3Y | +74.4% | +44.2% | +30.2% | +66.1% |
| 5Y | +53.6% | +181.3% | -127.7% | +36.2% |
| 10Y | +465.6% | +587.1% | -121.4% | +355.0% |
| All | +7,497.4% | +11,790.4% | -4,293.0% | +4,116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling