+3,152.4%
VRTX vs CHRW
+3,633.2%
-480.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.2% |
| 7D | -0.4% | +0.2% | -0.6% | -0.6% |
| 30D | +8.0% | -9.4% | +17.4% | +10.7% |
| 3M | +11.0% | -13.3% | +24.3% | +14.6% |
| 6M | +28.2% | -24.2% | +52.3% | +35.9% |
| YTD | +21.5% | -18.9% | +40.4% | +24.2% |
| 1Y | +34.5% | -12.4% | +46.9% | +34.1% |
| 3Y | +49.5% | +72.2% | -22.8% | +14.9% |
| 5Y | +188.3% | +53.4% | +134.9% | +122.6% |
| 10Y | +493.1% | +127.0% | +366.1% | +282.0% |
| All | +3,152.4% | +3,633.2% | -480.8% | +820.9% |
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 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