+2,705.6%
KO vs VRTX
+11,321.8%
-8,616.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -0.8% | -6.4% | +5.6% | -0.4% |
| 30D | +0.8% | -0.5% | +1.3% | +0.8% |
| 3M | +8.3% | +16.9% | -8.6% | +7.4% |
| 6M | +14.0% | +13.1% | +1.0% | +13.2% |
| YTD | +26.9% | +14.9% | +12.0% | +25.8% |
| 1Y | +32.7% | +31.4% | +1.2% | +30.5% |
| 3Y | +63.9% | +51.9% | +12.0% | +59.3% |
| 5Y | +81.7% | +177.1% | -95.3% | +70.8% |
| 10Y | +183.0% | +456.3% | -273.3% | +155.4% |
| All | +2,705.6% | +11,321.8% | -8,616.2% | +1,949.3% |
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