+3,134.8%
VRTX vs CHRW
+3,633.2%
-498.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +3.2% | -3.4% | +6.6% | +4.2% |
| 30D | +7.4% | -9.4% | +16.8% | +10.1% |
| 3M | +4.6% | -12.6% | +17.2% | +7.7% |
| 6M | +27.5% | -24.2% | +51.6% | +35.2% |
| YTD | +20.9% | -18.9% | +39.7% | +23.5% |
| 1Y | +30.1% | -13.7% | +43.8% | +30.3% |
| 3Y | +46.6% | +72.6% | -26.0% | +12.7% |
| 5Y | +191.6% | +55.6% | +136.0% | +124.1% |
| 10Y | +474.5% | +122.7% | +351.8% | +272.5% |
| All | +3,134.8% | +3,633.2% | -498.4% | +816.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling