+494.6%
VRTX vs CAG
-35.6%
+530.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.3% |
| 7D | -0.4% | -1.8% | +1.4% | 0.0% |
| 30D | +7.9% | +9.7% | -1.8% | +5.9% |
| 3M | +3.3% | +0.5% | +2.8% | +3.0% |
| 6M | +25.7% | +8.9% | +16.8% | +23.0% |
| YTD | +20.7% | -8.4% | +29.0% | +21.6% |
| 1Y | +27.4% | -8.3% | +35.8% | +28.4% |
| 3Y | +46.4% | -36.1% | +82.5% | +58.2% |
| 5Y | +194.3% | -40.1% | +234.5% | +221.2% |
| 10Y | +494.6% | -36.9% | +531.5% | +495.0% |
| All | +494.6% | -35.6% | +530.2% | +495.0% |
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