-70.2%
CPNG vs VRTX
+139.7%
-209.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.3% |
| 7D | -5.4% | -7.8% | +2.4% | -3.7% |
| 30D | -11.1% | -2.8% | -8.2% | -10.5% |
| 3M | -3.0% | +18.1% | -21.1% | -6.5% |
| 6M | -23.5% | +3.1% | -26.6% | -24.2% |
| YTD | -37.8% | +13.5% | -51.3% | -39.8% |
| 1Y | -54.3% | +32.4% | -86.8% | -57.3% |
| 3Y | -20.8% | +50.0% | -70.8% | -32.2% |
| 5Y | -51.1% | +172.9% | -223.9% | -63.7% |
| All | -70.2% | +139.7% | -209.9% | -77.8% |
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 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