+25.0%
VRTX vs COR
-3.3%
+28.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | 0.0% | +2.9% | -2.8% | -0.2% |
| 30D | +11.8% | +5.8% | +6.0% | +11.5% |
| 3M | +3.2% | +11.4% | -8.2% | +2.8% |
| 6M | +21.0% | +34.5% | -13.4% | +20.7% |
| YTD | +19.7% | +4.1% | +15.6% | +20.1% |
| 1Y | +25.0% | -3.1% | +28.1% | +20.7% |
| All | +25.0% | -3.3% | +28.3% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling