+456.3%
VRTX vs CAG
-35.6%
+491.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -6.4% | -6.6% | +0.2% | -5.2% |
| 30D | -0.5% | +2.3% | -2.8% | -1.0% |
| 3M | +16.9% | +16.3% | +0.6% | +13.3% |
| 6M | +13.1% | -16.0% | +29.1% | +16.4% |
| YTD | +14.9% | -7.7% | +22.6% | +15.9% |
| 1Y | +31.4% | -16.0% | +47.5% | +34.9% |
| 3Y | +51.9% | -37.7% | +89.6% | +64.5% |
| 5Y | +177.1% | -41.2% | +218.3% | +202.6% |
| 10Y | +456.3% | -33.8% | +490.1% | +487.0% |
| All | +456.3% | -35.6% | +491.9% | +487.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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