+470.4%
VRTX vs COR
+486.2%
-15.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.8% |
| 7D | -1.6% | +7.8% | -9.4% | -4.2% |
| 30D | +8.0% | +7.0% | +1.0% | +5.4% |
| 3M | +4.3% | +16.3% | -12.0% | -1.4% |
| 6M | +18.9% | +41.3% | -22.4% | +4.5% |
| YTD | +18.8% | +7.1% | +11.7% | +13.7% |
| 1Y | +24.0% | -0.8% | +24.8% | +22.0% |
| 3Y | +42.1% | +85.0% | -42.8% | +6.1% |
| 5Y | +187.6% | +203.9% | -16.3% | +72.1% |
| All | +470.4% | +486.2% | -15.8% | +148.1% |
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