+187.4%
CEG vs VRTX
+54.9%
+132.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +4.9% |
| 7D | +8.0% | +0.8% | +7.2% | +8.0% |
| 30D | +12.9% | +12.6% | +0.3% | +12.6% |
| 3M | +13.2% | +23.6% | -10.5% | +12.3% |
| 6M | -7.0% | +14.3% | -21.3% | -7.4% |
| YTD | -15.0% | +20.5% | -35.5% | -15.6% |
| 1Y | -2.7% | +37.6% | -40.3% | -4.2% |
| All | +187.4% | +54.9% | +132.5% | +166.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling