+122.0%
CVX vs VRTX
+186.6%
-64.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -7.5% | -0.4% | -7.0% | -7.4% |
| 30D | -0.6% | +8.0% | -8.6% | -1.1% |
| 3M | +14.0% | +11.0% | +2.9% | +13.2% |
| 6M | +18.1% | +28.2% | -10.0% | +16.0% |
| YTD | +42.2% | +21.5% | +20.7% | +39.7% |
| 1Y | +41.3% | +34.5% | +6.8% | +37.2% |
| 3Y | +68.3% | +49.5% | +18.9% | +58.1% |
| 5Y | +122.0% | +188.3% | -66.2% | +92.5% |
| All | +122.0% | +186.6% | -64.5% | +92.5% |
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 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