+177.1%
VRTX vs CAH
+400.5%
-223.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -6.4% | -2.2% | -4.2% | -5.9% |
| 30D | -0.5% | +1.2% | -1.7% | -0.8% |
| 3M | +16.9% | +13.1% | +3.8% | +14.0% |
| 6M | +13.1% | +8.5% | +4.6% | +11.0% |
| YTD | +14.9% | +17.6% | -2.7% | +10.6% |
| 1Y | +31.4% | +60.7% | -29.2% | +16.4% |
| 3Y | +51.9% | +183.2% | -131.3% | +10.4% |
| 5Y | +177.1% | +402.2% | -225.1% | +60.5% |
| All | +177.1% | +400.5% | -223.4% | +60.5% |
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