+29.5%
VRTX vs COPX
+73.9%
-44.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.0% | +5.7% | -0.4% |
| 7D | -7.8% | -2.9% | -4.9% | -7.5% |
| 30D | -2.8% | 0.0% | -2.9% | -3.0% |
| 3M | +18.1% | +14.8% | +3.3% | +15.6% |
| 6M | +3.1% | +7.0% | -4.0% | +1.5% |
| YTD | +13.5% | +23.8% | -10.3% | +10.7% |
| All | +29.5% | +73.9% | -44.4% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling