+172.9%
VRTX vs CAKE
+152.3%
+20.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.0% |
| 7D | -7.8% | -5.6% | -2.2% | -7.3% |
| 30D | -2.8% | -10.5% | +7.7% | -1.9% |
| 3M | +18.1% | +43.6% | -25.5% | +13.7% |
| 6M | +3.1% | +63.0% | -60.0% | -2.2% |
| YTD | +13.5% | +102.9% | -89.4% | +5.2% |
| 1Y | +32.4% | +75.6% | -43.2% | +24.4% |
| 3Y | +50.0% | +257.7% | -207.7% | +31.9% |
| 5Y | +172.9% | +156.0% | +16.9% | +139.2% |
| All | +172.9% | +152.3% | +20.6% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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