+41.1%
CVS vs VRTX
+457.9%
-416.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -1.9% | -6.4% | +4.5% | -0.7% |
| 30D | -0.3% | -0.5% | +0.2% | -0.3% |
| 3M | -1.1% | +16.9% | -18.0% | -4.2% |
| 6M | +23.7% | +13.1% | +10.6% | +20.3% |
| YTD | +23.0% | +14.9% | +8.0% | +19.1% |
| 1Y | +37.2% | +31.4% | +5.7% | +29.1% |
| 3Y | +62.4% | +51.9% | +10.5% | +45.1% |
| 5Y | +31.8% | +177.1% | -145.2% | +2.9% |
| All | +41.1% | +457.9% | -416.8% | +5.9% |
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