+184.1%
VRTX vs CHRW
+83.1%
+101.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.0% |
| 3M | +23.6% | -19.4% | +43.0% | +25.8% |
| 6M | +14.3% | -21.4% | +35.6% | +16.4% |
| YTD | +20.5% | -7.1% | +27.6% | +19.8% |
| 1Y | +37.6% | +17.8% | +19.8% | +32.4% |
| 3Y | +55.5% | +78.8% | -23.2% | +40.7% |
| All | +184.1% | +83.1% | +101.0% | +152.1% |
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