+176.4%
VRTX vs CHD
+21.8%
+154.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.1% | -2.6% |
| 7D | -3.4% | -2.9% | -0.5% | -2.7% |
| 30D | +6.6% | -6.2% | +12.8% | +8.4% |
| 3M | +19.4% | +1.6% | +17.8% | +18.7% |
| 6M | +15.8% | -3.5% | +19.3% | +16.6% |
| YTD | +16.7% | +16.2% | +0.4% | +11.5% |
| 1Y | +33.8% | +3.4% | +30.4% | +32.1% |
| 3Y | +54.2% | +4.6% | +49.6% | +49.9% |
| 5Y | +176.4% | +21.1% | +155.2% | +146.3% |
| All | +176.4% | +21.8% | +154.6% | +146.3% |
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