+33.8%
VRTX vs COR
+11.7%
+22.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -3.0% |
| 7D | -3.4% | -1.9% | -1.5% | -3.3% |
| 30D | +6.6% | +1.5% | +5.1% | +6.6% |
| 3M | +19.4% | +18.7% | +0.7% | +19.2% |
| 6M | +15.8% | -9.0% | +24.8% | +14.0% |
| YTD | +16.7% | -3.3% | +20.0% | +16.4% |
| 1Y | +33.8% | +9.8% | +24.0% | +32.1% |
| All | +33.8% | +11.7% | +22.1% | +32.1% |
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 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