+214.5%
CVX vs VRTX
+483.3%
-268.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.8% |
| 7D | +3.4% | -1.6% | +5.0% | +3.7% |
| 30D | -1.0% | +8.0% | -9.0% | -2.4% |
| 3M | +12.2% | +4.3% | +7.9% | +11.2% |
| 6M | +20.3% | +18.9% | +1.5% | +16.2% |
| YTD | +48.3% | +18.8% | +29.5% | +42.3% |
| 1Y | +46.9% | +24.0% | +23.0% | +39.7% |
| 3Y | +73.1% | +42.1% | +31.0% | +56.0% |
| 5Y | +135.2% | +187.6% | -52.4% | +76.3% |
| All | +214.5% | +483.3% | -268.8% | +128.3% |
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