+58.8%
VRTX vs CHRW
+81.1%
-22.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | +0.8% | -1.4% | +2.2% | +0.9% |
| 30D | +12.6% | -3.5% | +16.1% | +12.9% |
| 3M | +23.6% | -19.4% | +43.0% | +25.5% |
| 6M | +14.3% | -21.4% | +35.6% | +16.1% |
| YTD | +20.5% | -7.1% | +27.6% | +19.5% |
| 1Y | +37.6% | +17.8% | +19.8% | +32.2% |
| All | +58.8% | +81.1% | -22.3% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling