+194.3%
VRTX vs CHD
+31.9%
+162.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +7.9% | +12.2% | -4.3% | +4.6% |
| 3M | +3.3% | +9.3% | -6.0% | +0.7% |
| 6M | +25.7% | +24.3% | +1.4% | +18.3% |
| YTD | +20.7% | +34.9% | -14.2% | +10.7% |
| 1Y | +27.4% | +32.7% | -5.3% | +17.5% |
| 3Y | +46.4% | +29.4% | +17.0% | +34.0% |
| 5Y | +194.3% | +31.7% | +162.6% | +157.3% |
| All | +194.3% | +31.9% | +162.4% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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