+30.2%
VRTX vs CAH
+38.5%
-8.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.1% | +3.1% |
| 7D | +3.7% | +7.0% | -3.4% | +3.0% |
| 30D | +9.0% | +12.4% | -3.3% | +8.0% |
| 3M | +14.7% | +12.2% | +2.5% | +13.9% |
| 6M | +27.7% | +33.2% | -5.5% | +27.2% |
| YTD | +21.1% | +28.4% | -7.3% | +22.1% |
| 1Y | +30.2% | +35.0% | -4.8% | +35.7% |
| All | +30.2% | +38.5% | -8.3% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling