-18.0%
CMG vs VRTX
+44.3%
-62.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.4% |
| 7D | +2.5% | -1.6% | +4.0% | +2.6% |
| 30D | +15.6% | +8.0% | +7.6% | +14.8% |
| 3M | +8.2% | +4.3% | +3.9% | +7.8% |
| 6M | +9.9% | +18.9% | -9.0% | +8.1% |
| YTD | -4.6% | +18.8% | -23.5% | -6.4% |
| 1Y | +12.4% | +24.0% | -11.5% | +10.0% |
| 3Y | -18.0% | +42.1% | -60.1% | -19.8% |
| All | -18.0% | +44.3% | -62.3% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling