+22.0%
VRTX vs CAI
-9.3%
+31.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -0.4% | -26.3% | +25.9% | +1.7% |
| 30D | +7.9% | -17.5% | +25.4% | +9.1% |
| 3M | +3.3% | +5.8% | -2.6% | +2.4% |
| 6M | +25.7% | +53.6% | -27.9% | +21.1% |
| YTD | +20.7% | -9.2% | +29.9% | +19.6% |
| 1Y | +27.4% | -2.7% | +30.1% | +26.1% |
| All | +22.0% | -9.3% | +31.3% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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