+60.7%
CVS vs VRTX
+492.5%
-431.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | +12.0% | -0.4% | +12.3% | +12.0% |
| 30D | +2.8% | +7.9% | -5.1% | +1.2% |
| 3M | -3.6% | +3.3% | -6.9% | -4.4% |
| 6M | -1.6% | +25.7% | -27.3% | -6.1% |
| YTD | +16.3% | +20.7% | -4.4% | +11.4% |
| 1Y | +15.5% | +27.4% | -11.9% | +9.4% |
| 3Y | +48.1% | +46.4% | +1.7% | +33.3% |
| 5Y | +12.3% | +194.3% | -182.0% | -13.3% |
| All | +60.7% | +492.5% | -431.7% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling