+83.1%
KO vs VRTX
+173.5%
-90.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | -1.1% | -7.8% | +6.7% | -0.1% |
| 30D | +1.6% | -2.8% | +4.4% | +1.9% |
| 3M | +5.8% | +18.1% | -12.3% | +3.6% |
| 6M | +14.3% | +3.1% | +11.2% | +13.7% |
| YTD | +27.3% | +13.5% | +13.8% | +25.0% |
| 1Y | +33.2% | +32.4% | +0.7% | +28.1% |
| 3Y | +64.5% | +50.0% | +14.5% | +50.5% |
| 5Y | +83.1% | +172.9% | -89.8% | +52.3% |
| All | +83.1% | +173.5% | -90.3% | +52.3% |
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 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