-34.2%
CPRT vs VRTX
+44.3%
-78.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.4% | -1.6% | +1.2% | -0.2% |
| 30D | +21.2% | +8.0% | +13.1% | +20.0% |
| 3M | +8.3% | +4.3% | +4.0% | +7.7% |
| 6M | -3.4% | +18.9% | -22.3% | -5.3% |
| YTD | -18.7% | +18.8% | -37.5% | -20.5% |
| 1Y | -23.5% | +24.0% | -47.5% | -25.6% |
| 3Y | -34.2% | +42.1% | -76.3% | -37.7% |
| All | -34.2% | +44.3% | -78.5% | -37.7% |
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