+299.5%
CME vs VRTX
+519.5%
-220.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -0.6% | -0.4% | -0.1% | -0.5% |
| 30D | +8.5% | +8.0% | +0.5% | +7.3% |
| 3M | +16.0% | +11.0% | +5.0% | +14.0% |
| 6M | +9.3% | +28.2% | -18.8% | +5.0% |
| YTD | +15.3% | +21.5% | -6.2% | +11.2% |
| 1Y | +14.4% | +34.5% | -20.1% | +8.5% |
| 3Y | +59.9% | +49.5% | +10.5% | +45.8% |
| 5Y | +69.4% | +188.3% | -118.8% | +34.6% |
| 10Y | +299.5% | +493.1% | -193.6% | +208.4% |
| All | +299.5% | +519.5% | -220.0% | +208.4% |
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