+4,296.6%
CVX vs VRTX
+11,889.7%
-7,593.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | -1.7% | -0.4% | -1.3% | -1.7% |
| 30D | -0.8% | +7.9% | -8.7% | -1.4% |
| 3M | +9.4% | +3.3% | +6.1% | +9.0% |
| 6M | +17.5% | +25.7% | -8.2% | +15.2% |
| YTD | +43.8% | +20.7% | +23.2% | +41.1% |
| 1Y | +41.9% | +27.4% | +14.4% | +38.5% |
| 3Y | +69.1% | +46.4% | +22.7% | +62.1% |
| 5Y | +128.3% | +194.3% | -66.0% | +106.0% |
| 10Y | +204.9% | +494.6% | -289.7% | +159.4% |
| All | +4,296.6% | +11,889.7% | -7,593.1% | +2,836.3% |
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