+7,241.8%
CSX vs VRTX
+11,891.0%
-4,649.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 3M | -2.9% | +13.0% | -15.9% | -4.1% |
| 6M | +8.3% | +27.9% | -19.6% | +5.5% |
| YTD | +36.7% | +20.7% | +16.1% | +33.7% |
| 1Y | +41.5% | +31.4% | +10.1% | +37.1% |
| 3Y | +68.6% | +41.8% | +26.8% | +60.9% |
| 5Y | +48.4% | +183.7% | -135.2% | +31.5% |
| 10Y | +446.6% | +592.9% | -146.3% | +339.3% |
| All | +7,241.8% | +11,891.0% | -4,649.2% | +3,970.8% |
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