-89.2%
CDE vs VRTX
+11,492.3%
-11,581.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.4% | -2.5% |
| 7D | +2.3% | -3.4% | +5.7% | +2.6% |
| 30D | +18.8% | +6.6% | +12.2% | +18.2% |
| 3M | +23.5% | +19.4% | +4.1% | +21.7% |
| 6M | -8.6% | +15.8% | -24.5% | -9.7% |
| YTD | +16.0% | +16.7% | -0.7% | +14.6% |
| 1Y | +42.1% | +33.8% | +8.2% | +38.6% |
| 3Y | +835.9% | +54.2% | +781.7% | +796.3% |
| 5Y | +197.6% | +176.4% | +21.2% | +171.8% |
| 10Y | +39.6% | +443.5% | -404.0% | +22.2% |
| All | -89.2% | +11,492.3% | -11,581.6% | -90.9% |
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