+29,959.7%
CAT vs VRTX
+11,869.8%
+18,089.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.9% |
| 3M | -13.3% | +23.6% | -36.9% | -15.5% |
| 6M | +11.6% | +14.3% | -2.7% | +9.7% |
| YTD | +42.9% | +20.5% | +22.5% | +39.5% |
| 1Y | +95.4% | +37.6% | +57.9% | +87.8% |
| 3Y | +196.6% | +55.5% | +141.0% | +178.6% |
| 5Y | +321.7% | +175.7% | +145.9% | +269.5% |
| 10Y | +1,140.8% | +474.2% | +666.6% | +891.0% |
| All | +29,959.7% | +11,869.8% | +18,089.9% | +16,500.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling