+1,550.6%
CVS vs VRTX
+11,908.5%
-10,358.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +5.0% | +4.5% |
| 7D | -2.6% | +3.2% | -5.9% | -2.9% |
| 30D | +4.0% | +7.4% | -3.4% | +3.3% |
| 3M | -6.3% | +4.6% | -10.9% | -6.8% |
| 6M | -0.4% | +27.5% | -27.9% | -2.6% |
| YTD | +15.6% | +20.9% | -5.2% | +13.4% |
| 1Y | +18.3% | +30.1% | -11.8% | +15.2% |
| 3Y | +47.3% | +46.6% | +0.6% | +40.9% |
| 5Y | +13.2% | +191.6% | -178.4% | +1.9% |
| 10Y | +57.2% | +474.5% | -417.4% | +32.7% |
| All | +1,550.6% | +11,908.5% | -10,358.0% | +908.5% |
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