-65.0%
CBRS vs VRTX
+18.7%
-83.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.7% | +12.0% | +11.0% |
| 7D | +21.2% | -1.6% | +22.8% | +20.8% |
| 30D | -23.2% | +8.0% | -31.2% | -21.3% |
| 3M | -52.9% | +4.3% | -57.2% | -52.0% |
| All | -65.0% | +18.7% | -83.8% | -58.2% |
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