-2.7%
CEG vs VRTX
+37.4%
-40.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +4.7% |
| 7D | +8.0% | +0.8% | +7.2% | +8.1% |
| 30D | +12.9% | +12.6% | +0.3% | +14.0% |
| 3M | +13.2% | +23.6% | -10.5% | +14.9% |
| 6M | -7.0% | +14.3% | -21.3% | -6.0% |
| YTD | -15.0% | +20.5% | -35.5% | -13.1% |
| 1Y | -2.7% | +37.6% | -40.3% | +1.0% |
| All | -2.7% | +37.4% | -40.1% | +1.0% |
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 · 6 months rolling