+474.7%
VRTX vs CHRW
+128.5%
+346.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | 0.0% | +4.7% | -4.7% | -0.7% |
| 30D | +11.8% | -2.6% | +14.4% | +12.0% |
| 3M | +3.2% | -8.0% | +11.2% | +4.0% |
| 6M | +21.0% | -19.0% | +40.0% | +23.8% |
| YTD | +19.7% | -15.5% | +35.2% | +20.1% |
| 1Y | +25.0% | -10.8% | +35.8% | +23.9% |
| 3Y | +45.2% | +79.8% | -34.6% | +20.9% |
| 5Y | +189.7% | +59.3% | +130.4% | +141.2% |
| All | +474.7% | +128.5% | +346.2% | +331.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling