+11,868.9%
VRTX vs CAH
+7,843.7%
+4,025.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -1.6% | +3.5% | -5.0% | -2.7% |
| 30D | +8.0% | +13.5% | -5.4% | +3.3% |
| 3M | +4.3% | +21.8% | -17.6% | -3.0% |
| 6M | +18.9% | +51.5% | -32.6% | +2.2% |
| YTD | +18.8% | +38.1% | -19.3% | +4.6% |
| 1Y | +24.0% | +37.7% | -13.8% | +9.2% |
| 3Y | +42.1% | +179.6% | -137.5% | -5.7% |
| 5Y | +187.6% | +504.9% | -317.4% | +41.5% |
| 10Y | +485.4% | +418.6% | +66.9% | +180.6% |
| All | +11,868.9% | +7,843.7% | +4,025.2% | +2,512.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling