+7,131.2%
CB vs VRTX
+13,162.8%
-6,031.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | +0.2% | -2.1% | +2.4% | +0.5% |
| 30D | +9.1% | +8.2% | +0.9% | +8.1% |
| 3M | +3.4% | +13.0% | -9.6% | +1.9% |
| 6M | +14.1% | +27.9% | -13.8% | +10.8% |
| YTD | +18.0% | +20.7% | -2.7% | +15.1% |
| 1Y | +30.1% | +31.4% | -1.3% | +25.7% |
| 3Y | +71.8% | +41.8% | +30.0% | +62.9% |
| 5Y | +101.8% | +183.7% | -81.9% | +76.6% |
| 10Y | +252.1% | +592.9% | -340.7% | +174.4% |
| All | +7,131.2% | +13,162.8% | -6,031.6% | +3,942.6% |
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 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