-70.5%
CBRS vs VRTX
+21.0%
-91.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.4% | -9.5% | -5.1% |
| 7D | -18.4% | +3.7% | -22.1% | -17.3% |
| 30D | -49.4% | +9.0% | -58.5% | -48.0% |
| 3M | -59.6% | +14.7% | -74.3% | -56.4% |
| All | -70.5% | +21.0% | -91.5% | -64.5% |
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 · Available span rolling