+54.2%
VRTX vs CAH
+184.7%
-130.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.4% | -2.9% |
| 7D | -3.4% | +0.5% | -3.9% | -3.4% |
| 30D | +6.6% | +1.7% | +4.9% | +6.5% |
| 3M | +19.4% | +17.9% | +1.5% | +17.7% |
| 6M | +15.8% | +10.9% | +4.9% | +14.6% |
| YTD | +16.7% | +17.9% | -1.2% | +14.8% |
| 1Y | +33.8% | +61.7% | -27.9% | +26.4% |
| 3Y | +54.2% | +183.7% | -129.6% | +30.5% |
| All | +54.2% | +184.7% | -130.5% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling