+61.2%
CVS vs VRTX
+487.7%
-426.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +10.4% | 0.0% | +10.4% | +10.4% |
| 30D | +3.3% | +11.8% | -8.5% | +1.1% |
| 3M | -4.5% | +3.2% | -7.7% | -5.3% |
| 6M | -4.4% | +21.0% | -25.4% | -8.1% |
| YTD | +16.6% | +19.7% | -3.1% | +11.9% |
| 1Y | +15.3% | +25.0% | -9.7% | +9.6% |
| 3Y | +48.6% | +45.2% | +3.3% | +33.9% |
| 5Y | +12.9% | +189.7% | -176.8% | -12.6% |
| All | +61.2% | +487.7% | -426.5% | +21.9% |
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