+7,986.2%
VRTX vs COR
+18,334.8%
-10,348.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.6% |
| 7D | -0.4% | +2.3% | -2.8% | -1.3% |
| 30D | +8.0% | +6.8% | +1.2% | +5.5% |
| 3M | +11.0% | +8.1% | +2.9% | +7.8% |
| 6M | +28.2% | +33.0% | -4.8% | +15.6% |
| YTD | +21.5% | +3.0% | +18.5% | +18.0% |
| 1Y | +34.5% | -3.4% | +37.9% | +33.3% |
| 3Y | +49.5% | +80.1% | -30.7% | +17.1% |
| 5Y | +188.3% | +194.7% | -6.4% | +88.7% |
| 10Y | +493.1% | +512.3% | -19.2% | +188.5% |
| All | +7,986.2% | +18,334.8% | -10,348.7% | +1,443.2% |
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