+188.2%
VRTX vs COO
-40.4%
+228.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.9% |
| 7D | -1.6% | +0.5% | -2.0% | -1.7% |
| 30D | +8.0% | +14.2% | -6.1% | +4.2% |
| 3M | +4.3% | -18.2% | +22.5% | +9.7% |
| 6M | +18.9% | +5.3% | +13.5% | +16.5% |
| YTD | +18.8% | -23.6% | +42.4% | +26.9% |
| 1Y | +24.0% | -12.7% | +36.6% | +27.6% |
| 3Y | +42.1% | -24.2% | +66.3% | +48.3% |
| All | +188.2% | -40.4% | +228.6% | +213.6% |
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