+4,100.0%
CMG vs VRTX
+1,506.2%
+2,593.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.2% |
| 7D | -2.8% | +0.8% | -3.6% | -3.0% |
| 30D | +7.1% | +12.6% | -5.5% | +4.6% |
| 3M | +31.2% | +23.6% | +7.5% | +25.5% |
| 6M | +0.7% | +14.3% | -13.6% | -2.3% |
| YTD | -0.1% | +20.5% | -20.6% | -4.3% |
| 1Y | -10.7% | +37.6% | -48.3% | -16.8% |
| 3Y | -4.7% | +55.5% | -60.2% | -15.0% |
| 5Y | -3.8% | +175.7% | -179.5% | -24.0% |
| 10Y | +352.5% | +474.2% | -121.7% | +198.3% |
| All | +4,100.0% | +1,506.2% | +2,593.8% | +1,527.2% |
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