+325.9%
CMG vs VRTX
+483.3%
-157.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.5% |
| 7D | +2.5% | -1.6% | +4.0% | +2.8% |
| 30D | +15.6% | +8.0% | +7.6% | +13.8% |
| 3M | +8.2% | +4.3% | +3.9% | +7.1% |
| 6M | +9.9% | +18.9% | -9.0% | +5.6% |
| YTD | -4.6% | +18.8% | -23.5% | -8.7% |
| 1Y | +12.4% | +24.0% | -11.5% | +6.6% |
| 3Y | -18.0% | +42.1% | -60.1% | -26.5% |
| 5Y | -5.3% | +187.6% | -192.9% | -28.6% |
| All | +325.9% | +483.3% | -157.4% | +191.9% |
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