+456.3%
VRTX vs COR
+399.7%
+56.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.3% |
| 7D | -6.4% | -3.9% | -2.5% | -5.0% |
| 30D | -0.5% | -0.3% | -0.2% | -0.5% |
| 3M | +16.9% | +15.9% | +1.0% | +10.7% |
| 6M | +13.1% | -10.3% | +23.3% | +16.3% |
| YTD | +14.9% | -3.7% | +18.6% | +14.5% |
| 1Y | +31.4% | +9.1% | +22.4% | +23.9% |
| 3Y | +51.9% | +86.6% | -34.7% | +12.7% |
| 5Y | +177.1% | +180.9% | -3.9% | +71.7% |
| 10Y | +456.3% | +407.4% | +48.8% | +168.7% |
| All | +456.3% | +399.7% | +56.6% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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