+470.4%
VRTX vs CBOE
+524.9%
-54.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.1% |
| 7D | -1.6% | +6.3% | -7.8% | -2.7% |
| 30D | +8.0% | +24.9% | -16.9% | +3.4% |
| 3M | +4.3% | +28.5% | -24.2% | -0.9% |
| 6M | +18.9% | +2.9% | +16.0% | +17.8% |
| YTD | +18.8% | +50.7% | -31.9% | +7.3% |
| 1Y | +24.0% | +45.5% | -21.5% | +12.9% |
| 3Y | +42.1% | +116.3% | -74.2% | +15.6% |
| 5Y | +187.6% | +204.3% | -16.8% | +110.8% |
| All | +470.4% | +524.9% | -54.5% | +297.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling