+6,781.2%
CME vs VRTX
+3,065.9%
+3,715.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.1% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | +6.2% | +12.6% | -6.4% | +4.2% |
| 3M | +10.4% | +23.6% | -13.2% | +6.6% |
| 6M | -9.5% | +14.3% | -23.8% | -11.8% |
| YTD | +6.0% | +20.5% | -14.4% | +2.4% |
| 1Y | +9.3% | +37.6% | -28.3% | +3.2% |
| 3Y | +57.7% | +55.5% | +2.1% | +43.7% |
| 5Y | +77.7% | +175.7% | -98.1% | +46.2% |
| 10Y | +281.2% | +474.2% | -193.0% | +170.7% |
| All | +6,781.2% | +3,065.9% | +3,715.3% | +2,750.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling