+95.4%
CAT vs VRTX
+37.4%
+58.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.0% |
| 7D | +1.7% | +0.8% | +0.9% | +1.6% |
| 30D | -6.6% | +12.6% | -19.2% | -8.3% |
| 3M | -13.3% | +23.6% | -36.9% | -17.0% |
| 6M | +11.6% | +14.3% | -2.7% | +8.4% |
| YTD | +42.9% | +20.5% | +22.5% | +37.7% |
| 1Y | +95.4% | +37.6% | +57.9% | +88.2% |
| All | +95.4% | +37.4% | +58.1% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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