+6,646.7%
CB vs VRTX
+13,139.3%
-6,492.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.7% |
| 7D | +0.5% | +0.8% | -0.3% | +0.4% |
| 30D | -3.1% | +12.6% | -15.7% | -4.4% |
| 3M | +9.0% | +23.6% | -14.7% | +6.4% |
| 6M | +2.9% | +14.3% | -11.4% | +1.1% |
| YTD | +10.1% | +20.5% | -10.4% | +7.5% |
| 1Y | +22.8% | +37.6% | -14.8% | +18.0% |
| 3Y | +73.8% | +55.5% | +18.3% | +63.3% |
| 5Y | +99.2% | +175.7% | -76.6% | +74.9% |
| 10Y | +218.2% | +474.2% | -256.0% | +152.8% |
| All | +6,646.7% | +13,139.3% | -6,492.6% | +3,674.8% |
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