+363.9%
CPRT vs VRTX
+487.7%
-123.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +21.3% | +11.8% | +9.5% | +18.2% |
| 3M | +10.4% | +3.2% | +7.2% | +9.5% |
| 6M | -4.3% | +21.0% | -25.4% | -8.7% |
| YTD | -18.3% | +19.7% | -38.0% | -22.2% |
| 1Y | -22.5% | +25.0% | -47.5% | -27.1% |
| 3Y | -34.3% | +45.2% | -79.6% | -42.1% |
| 5Y | -17.8% | +189.7% | -207.5% | -40.0% |
| All | +363.9% | +487.7% | -123.8% | +214.1% |
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