+19.6%
CME vs VRTX
+31.2%
-11.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -2.1% | +1.4% |
| 7D | +4.8% | +3.7% | +1.2% | +4.9% |
| 30D | +14.2% | +9.0% | +5.1% | +14.4% |
| 3M | +17.9% | +14.7% | +3.2% | +18.1% |
| 6M | +7.2% | +27.7% | -20.5% | +7.2% |
| YTD | +16.7% | +21.1% | -4.4% | +16.7% |
| 1Y | +19.6% | +30.2% | -10.6% | +19.5% |
| All | +19.6% | +31.2% | -11.6% | +19.5% |
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