+176.4%
VRTX vs CAG
-40.6%
+217.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.7% | -2.9% |
| 7D | -3.4% | -5.3% | +1.9% | -2.5% |
| 30D | +6.6% | +1.0% | +5.6% | +6.4% |
| 3M | +19.4% | +17.4% | +2.0% | +15.5% |
| 6M | +15.8% | -16.8% | +32.6% | +20.0% |
| YTD | +16.7% | -6.8% | +23.4% | +17.6% |
| 1Y | +33.8% | -15.4% | +49.2% | +38.0% |
| 3Y | +54.2% | -37.1% | +91.3% | +70.3% |
| 5Y | +176.4% | -41.3% | +217.6% | +211.6% |
| All | +176.4% | -40.6% | +217.0% | +211.6% |
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