+188.2%
VRTX vs CAH
+505.3%
-317.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -1.6% | +3.5% | -5.0% | -2.3% |
| 30D | +8.0% | +13.5% | -5.4% | +5.2% |
| 3M | +4.3% | +21.8% | -17.6% | 0.0% |
| 6M | +18.9% | +51.5% | -32.6% | +9.1% |
| YTD | +18.8% | +38.1% | -19.3% | +10.5% |
| 1Y | +24.0% | +37.7% | -13.8% | +15.3% |
| 3Y | +42.1% | +179.6% | -137.5% | +6.4% |
| All | +188.2% | +505.3% | -317.1% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling