+214.2%
CAT vs VRTX
+190.2%
+24.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +9.3% | 0.0% | +9.3% | +9.3% |
| 30D | -21.5% | +11.8% | -33.3% | -23.0% |
| 3M | -29.1% | +3.2% | -32.3% | -29.6% |
| 6M | -33.4% | +21.0% | -54.4% | -35.9% |
| YTD | +6.6% | +19.7% | -13.1% | +2.6% |
| 1Y | +6.5% | +25.0% | -18.4% | +1.8% |
| 3Y | +162.7% | +45.2% | +117.5% | +138.9% |
| 5Y | +214.2% | +189.7% | +24.5% | +164.6% |
| All | +214.2% | +190.2% | +24.1% | +164.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling