+188.3%
VRTX vs CAG
-38.8%
+227.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -0.4% | +4.6% | -5.0% | -1.3% |
| 30D | +8.0% | +14.7% | -6.7% | +5.1% |
| 3M | +11.0% | +2.4% | +8.7% | +10.3% |
| 6M | +28.2% | +10.7% | +17.4% | +25.1% |
| YTD | +21.5% | -5.5% | +27.0% | +22.0% |
| 1Y | +34.5% | -4.6% | +39.1% | +34.6% |
| 3Y | +49.5% | -34.4% | +83.9% | +63.3% |
| 5Y | +188.3% | -39.2% | +227.4% | +223.1% |
| All | +188.3% | -38.8% | +227.1% | +223.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling