+13.3%
VRTX vs CHYM
-19.7%
+32.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.9% | -8.4% | -1.8% |
| 7D | -6.4% | +3.4% | -9.8% | -6.6% |
| 30D | -0.5% | +12.0% | -12.5% | -1.1% |
| 3M | +16.9% | +102.4% | -85.5% | +12.7% |
| 6M | +13.1% | +52.7% | -39.6% | +9.9% |
| YTD | +14.9% | +37.3% | -22.3% | +11.8% |
| 1Y | +31.4% | +42.2% | -10.7% | +27.7% |
| All | +13.3% | -19.7% | +32.9% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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