-10.8%
CTSH vs VRTX
+33.6%
-44.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | -2.3% | -0.4% | -1.9% | -2.2% |
| 30D | +7.4% | +8.0% | -0.6% | +5.8% |
| 3M | +10.9% | +11.0% | -0.1% | +9.0% |
| 6M | +24.7% | +28.2% | -3.5% | +20.1% |
| YTD | -22.0% | +21.5% | -43.5% | -25.2% |
| All | -10.8% | +33.6% | -44.3% | -16.1% |
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