-30.4%
CEG vs VRTX
+32.7%
-63.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.4% |
| 7D | -4.7% | -2.1% | -2.6% | -4.8% |
| 30D | -16.6% | +8.2% | -24.8% | -15.9% |
| 3M | -4.1% | +13.0% | -17.2% | -3.0% |
| 6M | -22.3% | +27.9% | -50.3% | -21.0% |
| YTD | -28.9% | +20.7% | -49.6% | -27.4% |
| All | -30.4% | +32.7% | -63.0% | -26.8% |
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