+4,245.0%
CVX vs VRTX
+11,973.9%
-7,728.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | +14.0% | +11.0% | +2.9% | +12.9% |
| 6M | +18.1% | +28.2% | -10.0% | +15.6% |
| YTD | +42.2% | +21.5% | +20.7% | +39.4% |
| 1Y | +41.3% | +34.5% | +6.8% | +37.4% |
| 3Y | +68.3% | +49.5% | +18.9% | +61.1% |
| 5Y | +122.0% | +188.3% | -66.2% | +100.7% |
| 10Y | +198.6% | +493.1% | -294.5% | +154.0% |
| All | +4,245.0% | +11,973.9% | -7,728.8% | +2,800.3% |
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 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