+184.6%
VRTX vs CHRW
+49.0%
+135.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.0% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | +8.2% | -7.3% | +15.5% | +8.8% |
| 3M | +13.0% | -14.2% | +27.2% | +14.2% |
| 6M | +27.9% | -25.1% | +53.0% | +30.3% |
| YTD | +20.7% | -21.2% | +41.8% | +21.4% |
| 1Y | +31.4% | -14.2% | +45.6% | +30.8% |
| 3Y | +41.8% | +63.5% | -21.7% | +28.8% |
| All | +184.6% | +49.0% | +135.6% | +170.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling