-5.7%
CMG vs VRTX
+175.1%
-180.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.3% |
| 7D | -6.5% | -6.4% | -0.1% | -5.4% |
| 30D | +12.1% | -0.5% | +12.6% | +12.2% |
| 3M | +20.6% | +16.9% | +3.7% | +16.9% |
| 6M | +2.1% | +13.1% | -11.0% | -0.5% |
| YTD | -2.6% | +14.9% | -17.6% | -5.6% |
| 1Y | -8.7% | +31.4% | -40.1% | -14.0% |
| 3Y | -7.4% | +51.9% | -59.3% | -19.5% |
| 5Y | -5.7% | +177.1% | -182.7% | -28.4% |
| All | -5.7% | +175.1% | -180.8% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling