+7,916.4%
VRTX vs COR
+17,545.2%
-9,628.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.3% | -1.5% |
| 7D | +0.8% | +2.8% | -2.0% | -0.1% |
| 30D | +12.6% | +4.5% | +8.1% | +10.8% |
| 3M | +23.6% | +22.7% | +1.0% | +15.0% |
| 6M | +14.3% | -9.7% | +24.0% | +17.0% |
| YTD | +20.5% | -1.4% | +21.9% | +19.0% |
| 1Y | +37.6% | +13.9% | +23.7% | +28.6% |
| 3Y | +55.5% | +94.0% | -38.4% | +18.8% |
| 5Y | +175.7% | +184.0% | -8.3% | +83.0% |
| 10Y | +474.2% | +406.8% | +67.4% | +196.9% |
| All | +7,916.4% | +17,545.2% | -9,628.8% | +1,456.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling