-69.2%
CPNG vs VRTX
+150.8%
-220.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.5% |
| 7D | -6.8% | -1.6% | -5.2% | -6.4% |
| 30D | +5.5% | +8.0% | -2.6% | +3.7% |
| 3M | -6.8% | +4.3% | -11.0% | -7.6% |
| 6M | -4.8% | +18.9% | -23.7% | -8.5% |
| YTD | -35.6% | +18.8% | -54.4% | -38.3% |
| 1Y | -46.8% | +24.0% | -70.7% | -49.5% |
| 3Y | -0.8% | +42.1% | -42.9% | -12.8% |
| 5Y | -42.9% | +187.6% | -230.4% | -58.0% |
| All | -69.2% | +150.8% | -220.0% | -77.3% |
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