+7,930.7%
VRTX vs COR
+17,684.4%
-9,753.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.5% |
| 7D | -2.1% | +0.8% | -2.9% | -2.4% |
| 30D | +8.2% | +5.1% | +3.1% | +6.3% |
| 3M | +13.0% | +2.8% | +10.2% | +11.6% |
| 6M | +27.9% | +32.5% | -4.6% | +15.6% |
| YTD | +20.7% | -0.7% | +21.3% | +18.7% |
| 1Y | +31.4% | -6.7% | +38.1% | +31.9% |
| 3Y | +41.8% | +73.7% | -31.9% | +12.5% |
| 5Y | +183.7% | +177.9% | +5.8% | +89.5% |
| 10Y | +592.9% | +533.8% | +59.1% | +233.7% |
| All | +7,930.7% | +17,684.4% | -9,753.7% | +1,451.9% |
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