+300.3%
CME vs VRTX
+487.7%
-187.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +13.5% | +11.8% | +1.6% | +11.6% |
| 3M | +20.9% | +3.2% | +17.7% | +20.2% |
| 6M | +11.5% | +21.0% | -9.5% | +8.0% |
| YTD | +19.5% | +19.7% | -0.2% | +15.5% |
| 1Y | +17.2% | +25.0% | -7.7% | +12.5% |
| 3Y | +65.1% | +45.2% | +19.9% | +51.5% |
| 5Y | +73.1% | +189.7% | -116.6% | +37.7% |
| All | +300.3% | +487.7% | -187.4% | +210.7% |
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