+7,384.4%
CME vs VRTX
+3,093.4%
+4,291.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -0.6% | -0.4% | -0.1% | -0.5% |
| 30D | +8.5% | +8.0% | +0.5% | +7.2% |
| 3M | +16.0% | +11.0% | +5.0% | +14.0% |
| 6M | +9.3% | +28.2% | -18.8% | +4.9% |
| YTD | +15.3% | +21.5% | -6.2% | +11.1% |
| 1Y | +14.4% | +34.5% | -20.1% | +8.4% |
| 3Y | +59.9% | +49.5% | +10.5% | +46.6% |
| 5Y | +69.4% | +188.3% | -118.8% | +38.4% |
| 10Y | +299.5% | +493.1% | -193.6% | +182.6% |
| All | +7,384.4% | +3,093.4% | +4,291.0% | +2,993.2% |
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