+31.4%
VRTX vs CAG
-16.0%
+47.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -6.4% | -6.6% | +0.2% | -6.2% |
| 30D | -0.5% | +2.3% | -2.8% | -0.5% |
| 3M | +16.9% | +16.3% | +0.6% | +16.7% |
| 6M | +13.1% | -16.0% | +29.1% | +13.2% |
| YTD | +14.9% | -7.7% | +22.6% | +16.5% |
| 1Y | +31.4% | -16.0% | +47.5% | +36.5% |
| All | +31.4% | -16.0% | +47.5% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling