-21.9%
CPNG vs VRTX
+51.7%
-73.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.2% |
| 7D | -7.6% | -6.4% | -1.2% | -6.8% |
| 30D | -8.8% | -0.5% | -8.3% | -8.7% |
| 3M | -7.2% | +16.9% | -24.1% | -8.8% |
| 6M | -21.5% | +13.1% | -34.6% | -22.6% |
| YTD | -37.4% | +14.9% | -52.4% | -38.4% |
| 1Y | -54.3% | +31.4% | -85.8% | -55.5% |
| All | -21.9% | +51.7% | -73.6% | -25.4% |
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 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