+184.1%
VRTX vs COO
-38.8%
+222.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.7% |
| 7D | +0.8% | -2.2% | +3.0% | +1.4% |
| 30D | +12.6% | -7.0% | +19.7% | +14.9% |
| 3M | +23.6% | +12.2% | +11.4% | +19.7% |
| 6M | +14.3% | -15.1% | +29.4% | +19.1% |
| YTD | +20.5% | -15.1% | +35.6% | +25.5% |
| 1Y | +37.6% | +2.3% | +35.2% | +36.1% |
| 3Y | +55.5% | -23.7% | +79.2% | +63.1% |
| All | +184.1% | -38.8% | +222.9% | +201.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling