+12,036.0%
VRTX vs CAG
+355.6%
+11,680.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | +0.8% | -3.8% | +4.6% | +1.8% |
| 30D | +12.6% | +3.1% | +9.5% | +11.7% |
| 3M | +23.6% | +23.5% | +0.2% | +16.7% |
| 6M | +14.3% | -14.8% | +29.1% | +18.1% |
| YTD | +20.5% | -5.4% | +25.9% | +20.8% |
| 1Y | +37.6% | -11.8% | +49.4% | +40.2% |
| 3Y | +55.5% | -36.7% | +92.2% | +70.8% |
| 5Y | +175.7% | -40.3% | +216.0% | +205.2% |
| 10Y | +474.2% | -37.0% | +511.2% | +496.1% |
| All | +12,036.0% | +355.6% | +11,680.4% | +7,900.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling