+1,456.3%
VRTX vs CBOE
+1,045.3%
+411.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +0.8% | -3.6% | +4.4% | +1.7% |
| 30D | +12.6% | +5.1% | +7.6% | +10.9% |
| 3M | +23.6% | +4.6% | +19.0% | +21.0% |
| 6M | +14.3% | -0.3% | +14.5% | +12.5% |
| YTD | +20.5% | +19.8% | +0.7% | +12.3% |
| 1Y | +37.6% | +28.4% | +9.2% | +25.4% |
| 3Y | +55.5% | +104.1% | -48.6% | +21.1% |
| 5Y | +175.7% | +150.9% | +24.8% | +99.0% |
| 10Y | +474.2% | +393.5% | +80.7% | +211.8% |
| All | +1,456.3% | +1,045.3% | +411.0% | +503.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling