+12,141.6%
VRTX vs COO
+3,679.4%
+8,462.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.4% |
| 7D | -0.4% | +4.3% | -4.7% | -0.9% |
| 30D | +8.0% | +17.6% | -9.6% | +5.9% |
| 3M | +11.0% | -13.9% | +24.9% | +12.8% |
| 6M | +28.2% | +6.6% | +21.6% | +26.8% |
| YTD | +21.5% | -22.0% | +43.5% | +24.8% |
| 1Y | +34.5% | -8.8% | +43.3% | +35.6% |
| 3Y | +49.5% | -21.5% | +70.9% | +52.2% |
| 5Y | +188.3% | -41.0% | +229.3% | +201.9% |
| 10Y | +493.1% | +40.9% | +452.2% | +463.9% |
| All | +12,141.6% | +3,679.4% | +8,462.2% | +9,527.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling