+79.1%
CME vs VRTX
+178.3%
-99.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | -0.1% |
| 7D | -1.6% | +0.8% | -2.4% | -1.6% |
| 30D | +6.2% | +12.6% | -6.4% | +5.2% |
| 3M | +10.4% | +23.6% | -13.2% | +8.3% |
| 6M | -9.5% | +14.3% | -23.8% | -10.7% |
| YTD | +6.0% | +20.5% | -14.4% | +4.0% |
| 1Y | +9.3% | +37.6% | -28.3% | +5.7% |
| 3Y | +57.7% | +55.5% | +2.1% | +47.3% |
| All | +79.1% | +178.3% | -99.2% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling