+134.7%
CEG vs VRTX
+44.3%
+90.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.8% |
| 7D | +12.1% | -1.6% | +13.7% | +12.1% |
| 30D | +0.2% | +8.0% | -7.8% | +0.2% |
| 3M | +0.7% | +4.3% | -3.6% | +0.8% |
| 6M | +2.2% | +18.9% | -16.6% | +2.1% |
| YTD | -20.3% | +18.8% | -39.1% | -20.4% |
| 1Y | -16.1% | +24.0% | -40.0% | -16.2% |
| 3Y | +134.7% | +42.1% | +92.5% | +129.8% |
| All | +134.7% | +44.3% | +90.3% | +129.8% |
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 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