+1,681.1%
CVS vs VRTX
+11,869.8%
-10,188.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | +4.0% | +0.8% | +3.1% | +3.9% |
| 30D | -2.4% | +12.6% | -15.0% | -3.4% |
| 3M | +2.7% | +23.6% | -21.0% | +0.7% |
| 6M | +21.9% | +14.3% | +7.6% | +20.3% |
| YTD | +24.7% | +20.5% | +4.3% | +22.5% |
| 1Y | +35.4% | +37.6% | -2.1% | +31.4% |
| 3Y | +65.2% | +55.5% | +9.6% | +57.4% |
| 5Y | +30.5% | +175.7% | -145.2% | +18.2% |
| 10Y | +40.4% | +474.2% | -433.8% | +18.5% |
| All | +1,681.1% | +11,869.8% | -10,188.6% | +989.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling