+1,434.9%
VRTX vs CBOE
+1,341.0%
+93.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.2% |
| 7D | -1.6% | +6.3% | -7.8% | -3.1% |
| 30D | +8.0% | +24.9% | -16.9% | +2.0% |
| 3M | +4.3% | +28.5% | -24.2% | -2.6% |
| 6M | +18.9% | +2.9% | +16.0% | +16.9% |
| YTD | +18.8% | +50.7% | -31.9% | +4.2% |
| 1Y | +24.0% | +45.5% | -21.5% | +9.7% |
| 3Y | +42.1% | +116.3% | -74.2% | +10.0% |
| 5Y | +187.6% | +204.3% | -16.8% | +97.8% |
| 10Y | +485.4% | +526.3% | -40.9% | +198.1% |
| All | +1,434.9% | +1,341.0% | +93.9% | +460.3% |
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