-69.0%
CPNG vs VRTX
+154.4%
-223.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | -7.4% | +0.8% | -8.3% | -7.6% |
| 30D | -4.4% | +12.6% | -17.1% | -6.9% |
| 3M | -7.5% | +23.6% | -31.1% | -11.8% |
| 6M | -19.9% | +14.3% | -34.2% | -22.5% |
| YTD | -35.2% | +20.5% | -55.6% | -38.0% |
| 1Y | -46.8% | +37.6% | -84.4% | -50.7% |
| 3Y | -20.2% | +55.5% | -75.7% | -32.0% |
| 5Y | -48.4% | +175.7% | -224.2% | -62.2% |
| All | -69.0% | +154.4% | -223.3% | -77.2% |
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