+12,036.0%
VRTX vs CHD
+6,451.9%
+5,584.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +0.8% | -2.7% | +3.5% | +1.8% |
| 30D | +12.6% | -4.6% | +17.3% | +14.4% |
| 3M | +23.6% | +5.0% | +18.6% | +21.2% |
| 6M | +14.3% | -3.2% | +17.5% | +15.1% |
| YTD | +20.5% | +18.6% | +1.8% | +12.6% |
| 1Y | +37.6% | +4.8% | +32.8% | +34.1% |
| 3Y | +55.5% | +6.1% | +49.4% | +49.0% |
| 5Y | +175.7% | +24.0% | +151.8% | +146.9% |
| 10Y | +474.2% | +124.5% | +349.7% | +304.0% |
| All | +12,036.0% | +6,451.9% | +5,584.1% | +2,925.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling