+4,200.1%
CVX vs VRTX
+11,869.8%
-7,669.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | +3.3% | +0.8% | +2.5% | +3.3% |
| 30D | +12.9% | +12.6% | +0.2% | +11.8% |
| 3M | +11.7% | +23.6% | -11.9% | +9.8% |
| 6M | +14.1% | +14.3% | -0.1% | +12.7% |
| YTD | +40.7% | +20.5% | +20.2% | +38.1% |
| 1Y | +37.5% | +37.6% | -0.1% | +33.5% |
| 3Y | +43.9% | +55.5% | -11.6% | +37.4% |
| 5Y | +161.5% | +175.7% | -14.3% | +137.3% |
| 10Y | +215.1% | +474.2% | -259.1% | +168.7% |
| All | +4,200.1% | +11,869.8% | -7,669.7% | +2,774.4% |
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