+1,565.0%
CVS vs VRTX
+11,793.0%
-10,228.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.2% |
| 3M | -4.5% | +3.2% | -7.7% | -4.9% |
| 6M | -4.4% | +21.0% | -25.4% | -6.1% |
| YTD | +16.6% | +19.7% | -3.1% | +14.5% |
| 1Y | +15.3% | +25.0% | -9.7% | +12.7% |
| 3Y | +48.6% | +45.2% | +3.3% | +42.3% |
| 5Y | +12.9% | +189.7% | -176.8% | +1.7% |
| 10Y | +63.2% | +489.8% | -426.6% | +37.5% |
| All | +1,565.0% | +11,793.0% | -10,228.0% | +918.1% |
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