+474.7%
VRTX vs COO
+40.1%
+434.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | 0.0% | -2.1% | +2.1% | +0.8% |
| 30D | +11.8% | +13.9% | -2.1% | +6.5% |
| 3M | +3.2% | -18.9% | +22.2% | +10.7% |
| 6M | +21.0% | +3.7% | +17.3% | +18.1% |
| YTD | +19.7% | -24.1% | +43.8% | +31.1% |
| 1Y | +25.0% | -14.2% | +39.2% | +30.4% |
| 3Y | +45.2% | -24.5% | +69.7% | +53.1% |
| 5Y | +189.7% | -40.4% | +230.1% | +231.3% |
| All | +474.7% | +40.1% | +434.6% | +290.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling