+25.7%
VRTX vs CAG
+7.1%
+18.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.2% |
| 7D | -0.4% | -1.8% | +1.4% | -0.1% |
| 30D | +7.9% | +9.7% | -1.8% | +6.6% |
| 3M | +3.3% | +0.5% | +2.8% | +2.9% |
| 6M | +25.7% | +8.9% | +16.8% | +26.5% |
| All | +25.7% | +7.1% | +18.6% | +26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling