+639.7%
CEG vs VRTX
+128.6%
+511.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.4% |
| 7D | +6.7% | -3.4% | +10.1% | +7.1% |
| 30D | +11.0% | +6.6% | +4.4% | +10.0% |
| 3M | +19.5% | +19.4% | +0.1% | +16.4% |
| 6M | -5.9% | +15.8% | -21.7% | -8.1% |
| YTD | -15.0% | +16.7% | -31.6% | -17.2% |
| 1Y | +0.6% | +33.8% | -33.2% | -4.5% |
| 3Y | +180.6% | +54.2% | +126.4% | +143.5% |
| All | +639.7% | +128.6% | +511.1% | +424.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling