+443.5%
VRTX vs CHRW
+168.2%
+275.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.8% | -3.4% |
| 7D | -3.4% | +1.9% | -5.4% | -3.8% |
| 30D | +6.6% | +0.9% | +5.7% | +6.3% |
| 3M | +19.4% | -19.9% | +39.3% | +23.4% |
| 6M | +15.8% | -15.8% | +31.6% | +18.0% |
| YTD | +16.7% | -5.6% | +22.2% | +15.4% |
| 1Y | +33.8% | +21.0% | +12.8% | +25.0% |
| 3Y | +54.2% | +86.0% | -31.9% | +28.2% |
| 5Y | +176.4% | +88.6% | +87.7% | +121.3% |
| 10Y | +443.5% | +169.3% | +274.2% | +262.2% |
| All | +443.5% | +168.2% | +275.3% | +262.2% |
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