+31.5%
CVS vs VRTX
+175.7%
-144.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.2% |
| 7D | -1.6% | -3.4% | +1.9% | -1.1% |
| 30D | +0.4% | +6.6% | -6.2% | -0.7% |
| 3M | -0.4% | +19.4% | -19.8% | -3.4% |
| 6M | +25.1% | +15.8% | +9.3% | +21.7% |
| YTD | +23.9% | +16.7% | +7.2% | +20.2% |
| 1Y | +41.1% | +33.8% | +7.3% | +33.4% |
| 3Y | +63.6% | +54.2% | +9.4% | +44.8% |
| 5Y | +31.5% | +176.4% | -144.9% | +0.7% |
| All | +31.5% | +175.7% | -144.2% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling