+7,418.1%
CME vs VRTX
+3,071.5%
+4,346.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.6% |
| 7D | +0.9% | -2.1% | +3.0% | +1.2% |
| 30D | +13.2% | +8.2% | +5.0% | +11.8% |
| 3M | +16.3% | +13.0% | +3.2% | +13.9% |
| 6M | +7.1% | +27.9% | -20.8% | +2.8% |
| YTD | +15.8% | +20.7% | -4.8% | +11.7% |
| 1Y | +17.1% | +31.4% | -14.4% | +11.3% |
| 3Y | +63.2% | +41.8% | +21.3% | +50.8% |
| 5Y | +70.2% | +183.7% | -113.5% | +39.4% |
| 10Y | +337.0% | +592.9% | -255.9% | +201.7% |
| All | +7,418.1% | +3,071.5% | +4,346.6% | +3,010.5% |
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